+400.1%
IVV vs JD
+48.3%
+351.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +0.1% | -13.2% | +13.2% | +2.0% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +13.0% | +15.2% | -2.2% | +10.2% |
| YTD | +13.6% | +2.0% | +11.6% | +12.7% |
| 1Y | +20.1% | -5.4% | +25.5% | +20.2% |
| 3Y | +77.6% | -9.1% | +86.7% | +73.2% |
| 5Y | +82.5% | -59.6% | +142.1% | +92.3% |
| 10Y | +316.5% | +26.2% | +290.3% | +241.2% |
| All | +400.1% | +48.3% | +351.8% | +302.9% |
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