+59.0%
JD vs IBB
+186.8%
-127.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.4% |
| 7D | +13.4% | -1.8% | +15.2% | +14.5% |
| 30D | +7.7% | +5.1% | +2.6% | +3.5% |
| 3M | -11.3% | +10.7% | -22.0% | -18.3% |
| 6M | -5.1% | +22.9% | -28.0% | -19.7% |
| YTD | +5.0% | +26.7% | -21.7% | -13.3% |
| 1Y | -5.6% | +35.1% | -40.8% | -25.9% |
| 3Y | +17.8% | +80.2% | -62.4% | -26.3% |
| 5Y | -57.2% | +37.8% | -95.0% | -67.3% |
| 10Y | +34.8% | +161.2% | -126.4% | -31.2% |
| All | +59.0% | +186.8% | -127.9% | -38.7% |
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