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  • JBL vs IWD✓SelectedUSD · IWDJBL vs IWD performance historyLatest closeAs of-0.31%09/09
Stock and ETF performance explorer

JBL vs IWD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,509.2%
IWD return
+195.0%
Excess return
+1,314.2%
Maximum drawdown
-57.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioIWDExcessAlpha
1D-0.3%-0.6%+0.3%+0.5%
7D+4.0%-1.2%+5.2%+5.6%
30D-7.5%-1.6%-5.8%-5.6%
3M-14.1%+7.0%-21.1%-21.8%
6M+25.9%+17.0%+8.9%+2.5%
YTD+36.7%+21.6%+15.0%+5.9%
1Y+49.0%+28.0%+21.0%+8.2%
3Y+191.8%+70.6%+121.2%+47.0%
5Y+409.8%+73.3%+336.4%+154.7%
10Y+1,509.2%+200.5%+1,308.7%+343.5%
All+1,509.2%+195.0%+1,314.2%+343.5%

Cumulative growth

Daily Returns

Daily percentage return beside IWD.

Daily Out/Under-Performance

Portfolio return minus IWD return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × IWD 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 IWD 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