-9.8%
IGV vs JD
-17.4%
+7.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -5.4% | -2.6% | -2.8% | -5.1% |
| 30D | -2.6% | -15.4% | +12.7% | -0.6% |
| 3M | +10.5% | -5.0% | +15.6% | +10.8% |
| 6M | +18.2% | +0.9% | +17.3% | +15.8% |
| YTD | -4.2% | -2.5% | -1.7% | -5.2% |
| 1Y | -9.8% | -16.0% | +6.2% | -8.0% |
| All | -9.8% | -17.4% | +7.6% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling