+1,148.2%
JBL vs IWD
+203.0%
+945.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.5% |
| 7D | +6.3% | +2.3% | +4.1% | +3.3% |
| 30D | -13.5% | +3.6% | -17.1% | -17.5% |
| 3M | -31.3% | +2.2% | -33.5% | -33.3% |
| 6M | -28.4% | +13.0% | -41.4% | -39.3% |
| YTD | +11.6% | +26.5% | -14.9% | -18.0% |
| 1Y | +26.1% | +30.1% | -4.0% | -10.6% |
| 3Y | +97.4% | +84.9% | +12.5% | -10.8% |
| 5Y | +301.0% | +73.4% | +227.6% | +99.9% |
| All | +1,148.2% | +203.0% | +945.2% | +230.0% |
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