+1,525.1%
JBL vs IVZ
+65.9%
+1,459.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.1% | +4.0% | +4.5% |
| 7D | +2.4% | -2.4% | +4.8% | +3.6% |
| 30D | -13.1% | +3.0% | -16.1% | -14.4% |
| 3M | -15.6% | +14.9% | -30.5% | -21.4% |
| 6M | +24.6% | +36.7% | -12.2% | +6.6% |
| YTD | +39.6% | +25.7% | +13.9% | +23.6% |
| 1Y | +48.6% | +47.7% | +0.9% | +21.6% |
| 3Y | +197.3% | +138.8% | +58.4% | +86.4% |
| 5Y | +413.0% | +62.1% | +350.9% | +273.5% |
| All | +1,525.1% | +65.9% | +1,459.2% | +932.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling