+52.1%
JD vs IBN
+315.2%
-263.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.4% | +11.1% | -10.7% | -3.1% |
| 30D | +4.2% | +23.9% | -19.6% | -3.0% |
| 3M | -12.8% | +16.3% | -29.1% | -17.1% |
| 6M | -8.8% | +34.2% | -43.0% | -17.7% |
| YTD | +0.5% | +17.6% | -17.1% | -5.4% |
| 1Y | -8.8% | +13.8% | -22.6% | -13.2% |
| 3Y | +18.6% | +57.0% | -38.4% | -0.8% |
| 5Y | -62.2% | +75.3% | -137.6% | -69.6% |
| 10Y | +32.2% | +388.7% | -356.4% | -27.4% |
| All | +52.1% | +315.2% | -263.2% | -14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling