+26.1%
JBL vs IWD
+28.9%
-2.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.6% |
| 7D | +6.3% | +2.3% | +4.1% | +2.5% |
| 30D | -13.5% | +3.6% | -17.1% | -18.5% |
| 3M | -31.3% | +2.2% | -33.5% | -33.8% |
| 6M | -28.4% | +13.0% | -41.4% | -44.0% |
| YTD | +11.6% | +26.5% | -14.9% | -28.4% |
| 1Y | +26.1% | +30.1% | -4.0% | -22.2% |
| All | +26.1% | +28.9% | -2.8% | -22.2% |
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