+851.4%
JBL vs IWD
+745.7%
+105.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -8.1% | +1.6% | -9.6% | -10.1% |
| 30D | -18.4% | +3.6% | -22.0% | -22.5% |
| 3M | -25.8% | +2.0% | -27.8% | -28.0% |
| 6M | -29.6% | +13.1% | -42.7% | -40.9% |
| YTD | +9.6% | +26.2% | -16.6% | -20.6% |
| 1Y | +14.1% | +29.6% | -15.5% | -20.3% |
| 3Y | +95.9% | +84.3% | +11.6% | -16.1% |
| 5Y | +298.3% | +73.4% | +224.9% | +87.9% |
| 10Y | +1,150.1% | +202.4% | +947.6% | +174.1% |
| All | +851.4% | +745.7% | +105.7% | -50.1% |
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