-62.4%
JD vs IFF
-39.2%
-23.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.2% |
| 7D | -4.1% | -1.8% | -2.4% | -3.6% |
| 30D | +4.6% | -9.4% | +14.0% | +7.9% |
| 3M | -4.7% | -3.0% | -1.8% | -4.2% |
| 6M | -17.4% | +5.8% | -23.2% | -20.2% |
| YTD | +0.7% | +22.4% | -21.6% | -9.9% |
| 1Y | -5.9% | +23.0% | -28.9% | -16.1% |
| 3Y | +18.9% | +21.8% | -2.9% | +4.6% |
| All | -62.4% | -39.2% | -23.2% | -56.5% |
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