+68.2%
IVV vs JD
-58.0%
+126.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | +0.2% |
| 7D | -2.7% | +13.4% | -16.1% | -4.0% |
| 30D | -5.4% | +7.7% | -13.1% | -6.2% |
| 3M | -4.1% | -11.3% | +7.2% | -2.9% |
| 6M | +0.7% | -5.1% | +5.9% | +1.0% |
| YTD | +8.7% | +5.0% | +3.7% | +7.7% |
| 1Y | +11.0% | -5.6% | +16.6% | +11.2% |
| 3Y | +75.4% | +17.8% | +57.7% | +67.8% |
| All | +68.2% | -58.0% | +126.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling