-7.2%
JD vs IFF
+29.7%
-36.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -1.8% |
| 30D | -15.4% | -1.1% | -14.2% | -15.1% |
| 3M | -5.0% | +13.8% | -18.9% | -9.3% |
| 6M | +0.9% | +16.7% | -15.8% | -5.4% |
| YTD | -2.5% | +26.1% | -28.6% | -12.2% |
| 1Y | -16.0% | +33.5% | -49.5% | -26.4% |
| All | -7.2% | +29.7% | -36.8% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling