+138.2%
IBM vs JD
-58.0%
+196.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -0.9% |
| 7D | -5.0% | +13.4% | -18.3% | -5.7% |
| 30D | +11.1% | +7.7% | +3.4% | +10.6% |
| 3M | +5.7% | -11.3% | +17.0% | +6.4% |
| 6M | +10.1% | -5.1% | +15.3% | +10.3% |
| YTD | -15.6% | +5.0% | -20.6% | -16.1% |
| 1Y | -19.5% | -5.6% | -13.9% | -19.5% |
| 3Y | +80.4% | +17.8% | +62.6% | +77.5% |
| All | +138.2% | -58.0% | +196.2% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling