+197.3%
JBL vs ITOT
+75.8%
+121.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.2% | +3.7% |
| 7D | +2.4% | -0.9% | +3.3% | +4.0% |
| 30D | -13.1% | -1.5% | -11.7% | -10.9% |
| 3M | -15.6% | +3.6% | -19.1% | -19.7% |
| 6M | +24.6% | +13.7% | +10.9% | +3.8% |
| YTD | +39.6% | +12.9% | +26.7% | +17.9% |
| 1Y | +48.6% | +17.2% | +31.4% | +19.6% |
| 3Y | +197.3% | +75.6% | +121.6% | +44.2% |
| All | +197.3% | +75.8% | +121.5% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling