+6.5%
IYR vs JD
-15.3%
+21.8%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -1.0% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -2.4% | -19.3% | +17.0% | -1.5% |
| 3M | -2.0% | -6.0% | +4.0% | -1.8% |
| 6M | +2.5% | +1.8% | +0.7% | +2.3% |
| YTD | +8.3% | -2.6% | +10.9% | +8.4% |
| 1Y | +6.5% | -17.4% | +23.9% | +7.0% |
| All | +6.5% | -15.3% | +21.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling