+150.3%
IJR vs JD
+31.5%
+118.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.2% | -4.1% | +6.3% | +2.8% |
| 30D | +3.8% | +4.6% | -0.8% | +3.1% |
| 3M | -5.7% | -4.7% | -1.0% | -5.2% |
| 6M | +4.6% | -17.4% | +22.0% | +7.3% |
| YTD | +18.0% | +0.7% | +17.3% | +17.0% |
| 1Y | +21.8% | -5.9% | +27.7% | +22.1% |
| 3Y | +61.1% | +18.9% | +42.2% | +50.3% |
| 5Y | +27.3% | -62.9% | +90.3% | +37.3% |
| All | +150.3% | +31.5% | +118.8% | +102.4% |
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