+213.2%
IWM vs JD
+48.3%
+164.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | -1.3% | -13.2% | +11.9% | +1.1% |
| 3M | +1.6% | -3.2% | +4.8% | +1.9% |
| 6M | +13.6% | +15.2% | -1.7% | +10.2% |
| YTD | +20.8% | +2.0% | +18.8% | +19.6% |
| 1Y | +26.4% | -5.4% | +31.8% | +26.6% |
| 3Y | +60.7% | -9.1% | +69.8% | +56.2% |
| 5Y | +38.2% | -59.6% | +97.8% | +47.0% |
| 10Y | +169.5% | +26.2% | +143.2% | +116.3% |
| All | +213.2% | +48.3% | +164.9% | +143.5% |
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 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