+1,150.1%
JBL vs IWD
+203.8%
+946.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -8.1% | +1.6% | -9.6% | -9.9% |
| 30D | -18.4% | +3.6% | -22.0% | -22.2% |
| 3M | -25.8% | +2.0% | -27.8% | -27.9% |
| 6M | -29.6% | +13.1% | -42.7% | -40.4% |
| YTD | +9.6% | +26.2% | -16.6% | -19.1% |
| 1Y | +14.1% | +29.6% | -15.5% | -18.6% |
| 3Y | +95.9% | +84.3% | +11.6% | -11.1% |
| 5Y | +298.3% | +73.4% | +224.9% | +98.5% |
| 10Y | +1,150.1% | +202.5% | +947.6% | +239.3% |
| All | +1,150.1% | +203.8% | +946.3% | +239.3% |
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