+125.2%
IBM vs JD
+52.8%
+72.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | -5.0% | +13.4% | -18.3% | -6.2% |
| 30D | +11.1% | +7.7% | +3.4% | +10.2% |
| 3M | +5.7% | -11.3% | +17.0% | +6.9% |
| 6M | +10.1% | -5.1% | +15.3% | +10.4% |
| YTD | -15.6% | +5.0% | -20.6% | -16.4% |
| 1Y | -19.5% | -5.6% | -13.9% | -19.4% |
| 3Y | +80.4% | +17.8% | +62.6% | +72.7% |
| 5Y | +140.0% | -57.2% | +197.2% | +146.8% |
| 10Y | +155.0% | +34.8% | +120.2% | +105.6% |
| All | +125.2% | +52.8% | +72.5% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling