+53.6%
IJR vs JD
-8.1%
+61.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -1.1% | -3.0% | +1.9% | -0.7% |
| 30D | -3.6% | -19.3% | +15.7% | -1.1% |
| 3M | +2.3% | -6.0% | +8.3% | +2.9% |
| 6M | +14.3% | +1.8% | +12.6% | +13.5% |
| YTD | +19.3% | -2.6% | +21.9% | +19.0% |
| 1Y | +22.6% | -17.4% | +40.0% | +24.9% |
| All | +53.6% | -8.1% | +61.6% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling