+49.0%
JBL vs IWD
+28.3%
+20.7%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.7% |
| 7D | +4.0% | -1.2% | +5.2% | +6.1% |
| 30D | -7.5% | -1.6% | -5.8% | -5.0% |
| 3M | -14.1% | +7.0% | -21.1% | -25.5% |
| 6M | +25.9% | +17.0% | +8.9% | -8.0% |
| YTD | +36.7% | +21.6% | +15.0% | -5.0% |
| 1Y | +49.0% | +28.0% | +21.0% | -3.5% |
| All | +49.0% | +28.3% | +20.7% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling