+115.5%
IBM vs JD
-60.2%
+175.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -0.3% | -1.7% | +1.4% | -0.2% |
| 30D | +0.3% | -13.2% | +13.4% | +1.1% |
| 3M | -21.6% | -3.2% | -18.4% | -21.5% |
| 6M | -4.7% | +15.2% | -19.9% | -5.7% |
| YTD | -19.1% | +2.0% | -21.1% | -19.4% |
| 1Y | -2.5% | -5.4% | +2.9% | -2.5% |
| 3Y | +74.2% | -9.1% | +83.3% | +72.9% |
| All | +115.5% | -60.2% | +175.7% | +115.2% |
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