+23,888.4%
JBL vs IVZ
+1,090.9%
+22,797.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.7% |
| 7D | +4.4% | +1.1% | +3.3% | +3.8% |
| 30D | -8.4% | +3.1% | -11.5% | -9.9% |
| 3M | -14.2% | +18.2% | -32.3% | -21.3% |
| 6M | +29.6% | +38.6% | -9.0% | +9.7% |
| YTD | +37.1% | +25.9% | +11.2% | +20.9% |
| 1Y | +49.5% | +51.7% | -2.2% | +20.0% |
| 3Y | +192.7% | +138.7% | +54.0% | +81.3% |
| 5Y | +411.3% | +62.8% | +348.6% | +268.9% |
| 10Y | +1,447.6% | +60.9% | +1,386.7% | +898.7% |
| All | +23,888.4% | +1,090.9% | +22,797.5% | +6,700.5% |
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