+293.0%
IBKR vs JD
-7.9%
+300.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.0% | +2.2% |
| 7D | -1.3% | -4.2% | +2.9% | -0.7% |
| 30D | -0.2% | -14.4% | +14.2% | +2.0% |
| 3M | +3.0% | -3.6% | +6.5% | +3.3% |
| 6M | +33.9% | -0.3% | +34.2% | +33.5% |
| YTD | +42.5% | -2.4% | +44.9% | +42.5% |
| 1Y | +44.9% | -18.5% | +63.4% | +47.8% |
| 3Y | +293.0% | -7.0% | +300.0% | +314.0% |
| All | +293.0% | -7.9% | +300.9% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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