+1,254.8%
JBL vs ITOT
+885.8%
+368.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | +4.0% | -0.4% | +4.4% | +4.5% |
| 30D | -7.5% | -1.6% | -5.9% | -5.3% |
| 3M | -14.1% | +3.5% | -17.6% | -17.7% |
| 6M | +25.9% | +13.1% | +12.8% | +7.3% |
| YTD | +36.7% | +12.7% | +23.9% | +17.4% |
| 1Y | +49.0% | +18.3% | +30.7% | +20.2% |
| 3Y | +191.8% | +76.4% | +115.4% | +37.0% |
| 5Y | +409.8% | +73.8% | +336.0% | +144.6% |
| 10Y | +1,509.2% | +301.2% | +1,208.0% | +142.8% |
| All | +1,254.8% | +885.8% | +368.9% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling