-61.8%
JD vs IFF
-36.2%
-25.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.6% | -2.8% | +0.2% | -1.6% |
| 30D | -15.4% | -1.1% | -14.2% | -15.0% |
| 3M | -5.0% | +13.8% | -18.9% | -9.9% |
| 6M | +0.9% | +16.7% | -15.8% | -6.2% |
| YTD | -2.5% | +26.1% | -28.6% | -12.7% |
| 1Y | -16.0% | +33.5% | -49.5% | -26.8% |
| 3Y | -8.5% | +31.6% | -40.1% | -20.8% |
| 5Y | -61.8% | -34.9% | -26.9% | -58.8% |
| All | -61.8% | -36.2% | -25.5% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling