+30.2%
IYR vs JD
-4.6%
+34.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | -1.2% | -1.7% | +0.4% | -1.1% |
| 30D | -2.9% | -13.2% | +10.3% | -1.8% |
| 3M | +0.8% | -3.2% | +4.0% | +1.0% |
| 6M | +1.9% | +15.2% | -13.4% | +0.5% |
| YTD | +9.6% | +2.0% | +7.7% | +9.1% |
| 1Y | +8.1% | -5.4% | +13.5% | +8.1% |
| All | +30.2% | -4.6% | +34.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling