+144.8%
IBM vs JD
+29.5%
+115.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -0.3% | -4.0% | +3.7% | +0.1% |
| 30D | +6.8% | +2.7% | +4.1% | +6.4% |
| 3M | +4.4% | -13.0% | +17.4% | +5.8% |
| 6M | +13.2% | -12.7% | +25.9% | +14.5% |
| YTD | -15.1% | -0.8% | -14.3% | -15.4% |
| 1Y | -20.2% | -8.9% | -11.3% | -19.8% |
| 3Y | +79.3% | +17.0% | +62.3% | +71.7% |
| 5Y | +147.5% | -63.5% | +211.0% | +161.7% |
| All | +144.8% | +29.5% | +115.3% | +89.3% |
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