+307.4%
IVV vs JD
+26.7%
+280.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -3.7% | +4.5% | -8.2% | -4.4% |
| 3M | -2.7% | -15.4% | +12.7% | -0.5% |
| 6M | +2.2% | -6.0% | +8.3% | +2.8% |
| YTD | +10.9% | +2.2% | +8.7% | +9.9% |
| 1Y | +11.3% | -6.7% | +18.0% | +11.7% |
| 3Y | +76.9% | +20.5% | +56.4% | +64.6% |
| 5Y | +73.5% | -58.4% | +131.9% | +83.4% |
| 10Y | +307.4% | +32.5% | +274.9% | +226.6% |
| All | +307.4% | +26.7% | +280.7% | +226.6% |
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 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