+363.6%
IGV vs JD
+31.5%
+332.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.6% |
| 7D | +2.3% | -4.1% | +6.5% | +3.2% |
| 30D | -6.0% | +4.6% | -10.6% | -7.1% |
| 3M | -4.8% | -4.7% | 0.0% | -4.0% |
| 6M | +14.2% | -17.4% | +31.6% | +18.5% |
| YTD | -4.2% | +0.7% | -5.0% | -5.4% |
| 1Y | -5.3% | -5.9% | +0.6% | -5.0% |
| 3Y | +38.8% | +18.9% | +19.9% | +24.0% |
| 5Y | +14.2% | -62.9% | +77.1% | +29.2% |
| All | +363.6% | +31.5% | +332.1% | +240.6% |
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