+17.6%
JD vs IBN
+312.4%
-294.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.5% | -1.2% |
| 7D | -0.8% | -2.2% | +1.4% | -0.1% |
| 30D | -16.0% | -2.3% | -13.8% | -15.4% |
| 3M | -3.2% | +15.9% | -19.0% | -7.8% |
| 6M | +6.1% | +5.6% | +0.5% | +3.8% |
| YTD | -0.1% | -0.1% | 0.0% | -0.6% |
| 1Y | -12.7% | -6.5% | -6.2% | -11.5% |
| 3Y | -6.3% | +29.3% | -35.6% | -16.0% |
| 5Y | -61.3% | +56.6% | -117.9% | -67.5% |
| 10Y | +17.6% | +314.4% | -296.7% | -23.0% |
| All | +17.6% | +312.4% | -294.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling