+149.9%
IBM vs JD
+31.7%
+118.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.7% |
| 7D | -2.5% | +7.9% | -10.4% | -3.3% |
| 30D | +8.4% | +4.8% | +3.6% | +7.8% |
| 3M | +4.5% | -13.9% | +18.4% | +6.0% |
| 6M | +7.9% | -5.8% | +13.7% | +8.2% |
| YTD | -15.2% | +2.4% | -17.6% | -15.8% |
| 1Y | -17.6% | -7.5% | -10.0% | -17.3% |
| 3Y | +82.1% | +20.9% | +61.2% | +73.8% |
| 5Y | +143.3% | -58.0% | +201.4% | +151.6% |
| 10Y | +149.9% | +28.9% | +121.0% | +97.2% |
| All | +149.9% | +31.7% | +118.2% | +97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling