-19.5%
IBM vs JD
-7.3%
-12.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -5.0% | +13.4% | -18.3% | -6.0% |
| 30D | +11.1% | +7.7% | +3.4% | +10.4% |
| 3M | +5.7% | -11.3% | +17.0% | +7.3% |
| 6M | +10.1% | -5.1% | +15.3% | +9.7% |
| YTD | -15.6% | +5.0% | -20.6% | -16.9% |
| 1Y | -19.5% | -5.6% | -13.9% | -19.0% |
| All | -19.5% | -7.3% | -12.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling