+388.3%
JBL vs IVZ
+57.9%
+330.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.5% |
| 7D | -1.0% | -2.4% | +1.4% | +0.1% |
| 30D | -15.1% | +2.5% | -17.6% | -16.1% |
| 3M | -14.0% | +17.1% | -31.1% | -20.8% |
| 6M | +20.6% | +35.1% | -14.5% | +3.4% |
| YTD | +32.9% | +24.3% | +8.6% | +17.9% |
| 1Y | +40.5% | +48.7% | -8.1% | +14.0% |
| 3Y | +183.7% | +135.6% | +48.1% | +76.2% |
| 5Y | +388.3% | +60.3% | +328.0% | +250.6% |
| All | +388.3% | +57.9% | +330.4% | +250.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling