-58.4%
JD vs IBB
+42.1%
-100.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.6% |
| 7D | +5.2% | +0.8% | +4.4% | +4.1% |
| 30D | +4.5% | +5.2% | -0.7% | -0.1% |
| 3M | -15.4% | +8.6% | -24.0% | -21.8% |
| 6M | -6.0% | +27.8% | -33.9% | -25.0% |
| YTD | +2.2% | +28.8% | -26.6% | -19.6% |
| 1Y | -6.7% | +36.4% | -43.1% | -30.4% |
| 3Y | +20.5% | +89.3% | -68.8% | -37.2% |
| 5Y | -58.4% | +43.3% | -101.7% | -72.0% |
| All | -58.4% | +42.1% | -100.6% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling