+54.3%
JD vs IBB
+184.5%
-130.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.5% |
| 7D | -1.7% | +1.4% | -3.1% | -2.7% |
| 30D | -13.2% | +10.5% | -23.6% | -19.4% |
| 3M | -3.2% | +23.6% | -26.8% | -17.6% |
| 6M | +15.2% | +22.6% | -7.4% | -1.7% |
| YTD | +2.0% | +25.7% | -23.7% | -14.8% |
| 1Y | -5.4% | +51.4% | -56.8% | -31.2% |
| 3Y | -9.1% | +64.4% | -73.5% | -38.6% |
| 5Y | -59.6% | +22.1% | -81.8% | -66.4% |
| 10Y | +26.2% | +132.5% | -106.2% | -30.7% |
| All | +54.3% | +184.5% | -130.2% | -39.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling