-9.5%
JD vs IBB
+64.8%
-74.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.3% |
| 7D | -1.7% | +1.4% | -3.1% | -2.4% |
| 30D | -13.2% | +10.5% | -23.6% | -17.9% |
| 3M | -3.2% | +23.6% | -26.8% | -14.7% |
| 6M | +15.2% | +22.6% | -7.4% | +1.7% |
| YTD | +2.0% | +25.7% | -23.7% | -11.6% |
| 1Y | -5.4% | +51.4% | -56.8% | -27.6% |
| All | -9.5% | +64.8% | -74.3% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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