+34.4%
JD vs INDA
+113.1%
-78.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.7% |
| 7D | +5.2% | +6.2% | -1.0% | +0.9% |
| 30D | +4.5% | +12.4% | -7.9% | -3.5% |
| 3M | -15.4% | +3.2% | -18.6% | -17.3% |
| 6M | -6.0% | +3.8% | -9.8% | -8.7% |
| YTD | +2.2% | -4.3% | +6.5% | +4.8% |
| 1Y | -6.7% | -4.5% | -2.2% | -4.2% |
| 3Y | +20.5% | +17.1% | +3.4% | +6.4% |
| 5Y | -58.4% | +11.0% | -69.5% | -61.6% |
| All | +34.4% | +113.1% | -78.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 10y: compounded portfolio wealth divided by compounded INDA 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…
10y analysis · Full analysis span regression · 6 months rolling