+52.4%
JD vs IFF
+10.8%
+41.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.6% | +1.2% |
| 7D | -4.1% | -1.8% | -2.4% | -3.5% |
| 30D | +4.6% | -9.4% | +14.0% | +8.0% |
| 3M | -4.7% | -3.0% | -1.8% | -4.2% |
| 6M | -17.4% | +5.8% | -23.2% | -20.1% |
| YTD | +0.7% | +22.4% | -21.6% | -9.3% |
| 1Y | -5.9% | +23.0% | -28.9% | -15.5% |
| 3Y | +18.9% | +21.8% | -2.9% | +5.7% |
| 5Y | -62.9% | -39.2% | -23.7% | -58.2% |
| 10Y | +32.5% | -12.4% | +44.9% | +19.2% |
| All | +52.4% | +10.8% | +41.7% | +28.6% |
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