+130.5%
IBM vs JD
+21.4%
+109.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.1% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +0.3% | -13.2% | +13.4% | +1.7% |
| 3M | -21.6% | -3.2% | -18.4% | -21.4% |
| 6M | -4.7% | +15.2% | -19.9% | -6.5% |
| YTD | -19.1% | +2.0% | -21.1% | -19.5% |
| 1Y | -2.5% | -5.4% | +2.9% | -2.4% |
| 3Y | +74.2% | -9.1% | +83.3% | +71.4% |
| 5Y | +113.1% | -59.6% | +172.7% | +121.4% |
| All | +130.5% | +21.4% | +109.1% | +80.1% |
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