+19,427.6%
JBL vs IVZ
+973.1%
+18,454.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -3.4% |
| 7D | +6.3% | +7.6% | -1.3% | +2.5% |
| 30D | -13.5% | +4.3% | -17.8% | -15.4% |
| 3M | -31.3% | -9.3% | -22.0% | -28.0% |
| 6M | -28.4% | +5.2% | -33.7% | -30.6% |
| YTD | +11.6% | +13.4% | -1.9% | +3.5% |
| 1Y | +26.1% | +25.4% | +0.7% | +11.3% |
| 3Y | +97.4% | +152.5% | -55.1% | +19.0% |
| 5Y | +301.0% | +36.7% | +264.3% | +217.2% |
| 10Y | +1,151.1% | +45.0% | +1,106.1% | +751.6% |
| All | +19,427.6% | +973.1% | +18,454.5% | +5,722.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling