+539.2%
IGV vs JD
+48.9%
+490.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +3.1% |
| 7D | -0.4% | +7.9% | -8.3% | -2.1% |
| 30D | -9.9% | +4.8% | -14.7% | -10.9% |
| 3M | -1.2% | -13.9% | +12.7% | +1.7% |
| 6M | +11.3% | -5.8% | +17.1% | +12.0% |
| YTD | -4.0% | +2.4% | -6.4% | -5.4% |
| 1Y | -7.3% | -7.5% | +0.2% | -6.7% |
| 3Y | +42.8% | +20.9% | +21.9% | +28.1% |
| 5Y | +13.7% | -58.0% | +71.7% | +22.5% |
| 10Y | +354.8% | +28.9% | +325.9% | +253.5% |
| All | +539.2% | +48.9% | +490.2% | +388.1% |
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