+558.7%
IGV vs JD
+48.3%
+510.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | -4.5% | -1.7% | -2.8% | -4.2% |
| 30D | +3.2% | -13.2% | +16.4% | +6.1% |
| 3M | +4.5% | -3.2% | +7.7% | +5.0% |
| 6M | +22.1% | +15.2% | +6.9% | +17.6% |
| YTD | -1.0% | +2.0% | -3.0% | -2.3% |
| 1Y | -2.1% | -5.4% | +3.3% | -2.0% |
| 3Y | +44.6% | -9.1% | +53.7% | +38.7% |
| 5Y | +22.2% | -59.6% | +81.8% | +32.6% |
| 10Y | +364.7% | +26.2% | +338.5% | +262.9% |
| All | +558.7% | +48.3% | +510.4% | +404.3% |
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 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