+32.5%
JD vs IBN
+364.2%
-331.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.5% | -0.7% |
| 7D | +5.2% | +15.8% | -10.6% | +0.2% |
| 30D | +4.5% | +25.1% | -20.6% | -3.0% |
| 3M | -15.4% | +16.0% | -31.4% | -19.5% |
| 6M | -6.0% | +32.8% | -38.8% | -14.8% |
| YTD | +2.2% | +18.0% | -15.9% | -3.9% |
| 1Y | -6.7% | +15.9% | -22.5% | -11.7% |
| 3Y | +20.5% | +57.6% | -37.1% | +0.8% |
| 5Y | -58.4% | +74.7% | -133.1% | -66.5% |
| 10Y | +32.5% | +373.9% | -341.5% | -18.2% |
| All | +32.5% | +364.2% | -331.7% | -18.2% |
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