+67.8%
IVV vs JD
-59.1%
+126.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | -4.8% |
| 7D | -4.8% | +11.7% | -16.5% | -5.9% |
| 30D | -5.9% | +8.1% | -14.0% | -6.7% |
| 3M | -4.5% | -12.0% | +7.5% | -3.3% |
| 6M | +1.8% | -3.5% | +5.3% | +1.9% |
| YTD | +8.4% | +3.3% | +5.0% | +7.5% |
| 1Y | +9.4% | -7.4% | +16.8% | +9.8% |
| 3Y | +75.3% | +16.6% | +58.7% | +67.9% |
| 5Y | +67.8% | -57.9% | +125.6% | +74.5% |
| All | +67.8% | -59.1% | +126.9% | +74.5% |
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