+1,509.2%
JBL vs IWD
+195.0%
+1,314.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 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