+368.2%
IGV vs JD
+17.6%
+350.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.2% | -1.4% |
| 7D | -3.3% | -0.8% | -2.5% | -3.2% |
| 30D | 0.0% | -16.0% | +16.0% | +3.7% |
| 3M | +7.3% | -3.2% | +10.5% | +7.8% |
| 6M | +16.7% | +6.1% | +10.7% | +14.3% |
| YTD | -2.8% | -0.1% | -2.7% | -3.7% |
| 1Y | -6.7% | -12.7% | +6.1% | -4.9% |
| 3Y | +41.1% | -6.3% | +47.4% | +33.9% |
| 5Y | +22.0% | -61.3% | +83.3% | +35.7% |
| All | +368.2% | +17.6% | +350.6% | +248.8% |
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