-62.4%
JD vs IBB
+39.3%
-101.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.9% |
| 7D | -4.1% | -0.5% | -3.6% | -3.9% |
| 30D | +4.6% | +4.6% | +0.1% | +0.4% |
| 3M | -4.7% | +6.8% | -11.6% | -10.9% |
| 6M | -17.4% | +23.1% | -40.5% | -32.1% |
| YTD | +0.7% | +26.0% | -25.3% | -19.4% |
| 1Y | -5.9% | +30.4% | -36.3% | -27.1% |
| 3Y | +18.9% | +85.4% | -66.6% | -37.2% |
| All | -62.4% | +39.3% | -101.7% | -74.6% |
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