+357.1%
IGV vs JD
+26.7%
+330.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +5.2% | -7.5% | -3.4% |
| 30D | -11.0% | +4.5% | -15.5% | -11.9% |
| 3M | -4.5% | -15.4% | +11.0% | -1.2% |
| 6M | +10.1% | -6.0% | +16.1% | +10.9% |
| YTD | -5.1% | +2.2% | -7.2% | -6.5% |
| 1Y | -10.2% | -6.7% | -3.6% | -9.8% |
| 3Y | +37.7% | +20.5% | +17.2% | +22.8% |
| 5Y | +15.7% | -58.4% | +74.1% | +26.4% |
| 10Y | +357.1% | +32.5% | +324.6% | +236.3% |
| All | +357.1% | +26.7% | +330.4% | +236.3% |
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