+51.2%
JD vs IJH
+234.0%
-182.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.5% |
| 7D | -0.8% | +1.0% | -1.8% | -1.6% |
| 30D | -16.0% | -3.1% | -12.9% | -13.9% |
| 3M | -3.2% | +1.9% | -5.1% | -5.2% |
| 6M | +6.1% | +11.0% | -4.9% | -3.6% |
| YTD | -0.1% | +14.7% | -14.8% | -11.9% |
| 1Y | -12.7% | +15.6% | -28.3% | -23.6% |
| 3Y | -6.3% | +52.5% | -58.8% | -36.4% |
| 5Y | -61.3% | +49.1% | -110.4% | -72.9% |
| 10Y | +17.6% | +177.7% | -160.0% | -53.3% |
| All | +51.2% | +234.0% | -182.8% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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