+114.6%
IYR vs JD
+46.1%
+68.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +6.1% | +4.2% | +1.9% | +5.6% |
| 3M | +0.9% | -12.8% | +13.7% | +2.2% |
| 6M | +1.2% | -8.8% | +9.9% | +1.8% |
| YTD | +11.1% | +0.5% | +10.6% | +10.6% |
| 1Y | +9.0% | -8.8% | +17.7% | +9.5% |
| 3Y | +41.4% | +18.6% | +22.8% | +35.1% |
| 5Y | +6.7% | -62.2% | +68.9% | +11.0% |
| 10Y | +87.7% | +32.2% | +55.5% | +65.1% |
| All | +114.6% | +46.1% | +68.4% | +88.5% |
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