+149.7%
IWM vs JD
+33.2%
+116.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +0.3% | +5.2% | -4.9% | -0.7% |
| 30D | +0.6% | +4.5% | -3.9% | -0.3% |
| 3M | -6.2% | -15.4% | +9.2% | -3.7% |
| 6M | -0.8% | -6.0% | +5.3% | -0.2% |
| YTD | +14.8% | +2.2% | +12.6% | +13.5% |
| 1Y | +16.1% | -6.7% | +22.8% | +16.7% |
| 3Y | +71.5% | +20.5% | +51.0% | +58.1% |
| 5Y | +25.8% | -58.4% | +84.2% | +33.8% |
| All | +149.7% | +33.2% | +116.4% | +102.9% |
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 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