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  • IR vs JD✓SelectedUSD · JDIR vs JD performance historyLatest closeAs of+1.27%09/04
Stock and ETF performance explorer

IR vs JD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+291.3%
JD return
-19.0%
Excess return
+310.3%
Maximum drawdown
-50.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioJDExcessAlpha
1D+1.3%+1.9%-0.6%+1.0%
7D-2.8%-1.7%-1.2%-2.5%
30D-15.1%-13.2%-2.0%-13.1%
3M+6.1%-3.2%+9.3%+6.4%
6M-16.8%+15.2%-32.0%-19.3%
YTD-3.5%+2.0%-5.5%-4.5%
1Y-3.5%-5.4%+1.9%-3.4%
3Y+9.5%-9.1%+18.6%+6.9%
5Y+45.1%-59.6%+104.7%+55.6%
All+291.3%-19.0%+310.3%+213.2%

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