+1,082.8%
JBL vs IWD
+726.5%
+356.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +2.5% |
| 7D | +3.0% | -0.3% | +3.3% | +3.4% |
| 30D | -8.3% | +0.6% | -8.8% | -9.2% |
| 3M | -16.9% | +7.2% | -24.1% | -25.0% |
| 6M | +21.8% | +16.2% | +5.6% | -1.1% |
| YTD | +36.3% | +23.3% | +13.0% | +1.9% |
| 1Y | +49.5% | +29.6% | +19.9% | +4.5% |
| 3Y | +170.6% | +70.5% | +100.2% | +29.5% |
| 5Y | +408.4% | +73.5% | +334.9% | +139.4% |
| 10Y | +1,450.4% | +198.3% | +1,252.1% | +246.5% |
| All | +1,082.8% | +726.5% | +356.3% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling