+59.0%
JD vs IBN
+305.1%
-246.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.2% | -2.5% | +0.2% |
| 7D | +13.4% | +15.1% | -1.7% | +8.2% |
| 30D | +7.7% | +21.6% | -13.9% | +0.8% |
| 3M | -11.3% | +11.2% | -22.5% | -14.4% |
| 6M | -5.1% | +27.8% | -32.9% | -13.0% |
| YTD | +5.0% | +14.7% | -9.6% | -0.3% |
| 1Y | -5.6% | +14.4% | -20.0% | -10.4% |
| 3Y | +17.8% | +52.1% | -34.3% | -0.4% |
| 5Y | -57.2% | +70.7% | -127.9% | -65.2% |
| 10Y | +34.8% | +385.5% | -350.8% | -25.9% |
| All | +59.0% | +305.1% | -246.1% | -10.2% |
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 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