+102.2%
JBL vs IWD
+84.1%
+18.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +2.7% |
| 7D | -5.2% | +1.3% | -6.4% | -6.9% |
| 30D | -17.5% | +3.6% | -21.1% | -21.8% |
| 3M | -26.0% | +2.3% | -28.3% | -28.6% |
| 6M | -28.9% | +13.0% | -41.9% | -41.1% |
| YTD | +10.8% | +26.2% | -15.3% | -21.4% |
| 1Y | +18.3% | +30.5% | -12.1% | -19.8% |
| 3Y | +102.2% | +86.2% | +16.0% | -17.7% |
| All | +102.2% | +84.1% | +18.1% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling