+51.2%
JD vs IFF
+16.3%
+34.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.2% | -1.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -16.0% | -0.3% | -15.7% | -16.0% |
| 3M | -3.2% | +18.6% | -21.7% | -9.7% |
| 6M | +6.1% | +17.4% | -11.3% | -1.8% |
| YTD | -0.1% | +28.5% | -28.6% | -11.2% |
| 1Y | -12.7% | +32.5% | -45.3% | -23.6% |
| 3Y | -6.3% | +34.1% | -40.4% | -19.5% |
| 5Y | -61.3% | -35.2% | -26.2% | -57.4% |
| 10Y | +17.6% | -21.1% | +38.7% | +12.1% |
| All | +51.2% | +16.3% | +34.9% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling