+166.9%
IWM vs JD
+18.8%
+148.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -2.3% | -16.0% | +13.8% | +0.6% |
| 3M | +4.0% | -3.2% | +7.1% | +4.3% |
| 6M | +17.9% | +6.1% | +11.9% | +16.1% |
| YTD | +20.2% | -0.1% | +20.3% | +19.5% |
| 1Y | +25.0% | -12.7% | +37.7% | +26.9% |
| 3Y | +66.0% | -6.3% | +72.3% | +60.3% |
| 5Y | +40.0% | -61.3% | +101.4% | +51.1% |
| 10Y | +166.9% | +17.6% | +149.2% | +118.1% |
| All | +166.9% | +18.8% | +148.1% | +118.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling