+861.8%
JBL vs IWD
+745.6%
+116.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +2.8% |
| 7D | -5.2% | +1.3% | -6.4% | -6.9% |
| 30D | -17.5% | +3.6% | -21.1% | -21.6% |
| 3M | -26.0% | +2.3% | -28.3% | -28.5% |
| 6M | -28.9% | +13.0% | -41.9% | -40.3% |
| YTD | +10.8% | +26.2% | -15.3% | -19.8% |
| 1Y | +18.3% | +30.5% | -12.1% | -18.2% |
| 3Y | +102.2% | +86.2% | +16.0% | -14.6% |
| 5Y | +303.2% | +72.9% | +230.3% | +91.1% |
| 10Y | +1,152.0% | +205.0% | +947.0% | +171.1% |
| All | +861.8% | +745.6% | +116.3% | -49.6% |
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