+16.5%
JD vs IFF
-20.3%
+36.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -4.2% | -3.2% | -1.1% | -3.2% |
| 30D | -14.4% | -0.3% | -14.1% | -14.3% |
| 3M | -3.6% | +8.4% | -12.0% | -6.8% |
| 6M | -0.3% | +23.0% | -23.3% | -8.9% |
| YTD | -2.4% | +25.5% | -27.8% | -12.0% |
| 1Y | -18.5% | +29.1% | -47.6% | -27.6% |
| 3Y | -7.0% | +31.7% | -38.7% | -19.0% |
| 5Y | -61.7% | -35.2% | -26.5% | -58.0% |
| All | +16.5% | -20.3% | +36.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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