-57.1%
JD vs IBN
+68.5%
-125.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | -0.3% |
| 7D | +13.4% | +15.1% | -1.7% | +6.2% |
| 30D | +7.7% | +21.6% | -13.9% | -1.7% |
| 3M | -11.3% | +11.2% | -22.5% | -15.6% |
| 6M | -5.1% | +27.8% | -32.9% | -15.9% |
| YTD | +5.0% | +14.7% | -9.6% | -2.1% |
| 1Y | -5.6% | +14.4% | -20.0% | -12.1% |
| 3Y | +17.8% | +52.1% | -34.3% | -13.2% |
| All | -57.1% | +68.5% | -125.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling