+303.6%
JBL vs IVZ
+36.0%
+267.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.4% |
| 7D | +6.3% | +7.6% | -1.3% | +2.4% |
| 30D | -13.5% | +4.3% | -17.8% | -15.5% |
| 3M | -31.3% | -9.3% | -22.0% | -27.9% |
| 6M | -28.4% | +5.2% | -33.7% | -30.6% |
| YTD | +11.6% | +13.4% | -1.9% | +3.3% |
| 1Y | +26.1% | +25.4% | +0.7% | +10.9% |
| 3Y | +97.4% | +152.5% | -55.1% | +16.4% |
| All | +303.6% | +36.0% | +267.7% | +234.8% |
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 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