+16.4%
JD vs INDA
+83.0%
-66.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.9% |
| 7D | -2.6% | -3.6% | +1.0% | -0.1% |
| 30D | -15.4% | -4.0% | -11.4% | -13.0% |
| 3M | -5.0% | +1.7% | -6.7% | -6.3% |
| 6M | +0.9% | -3.6% | +4.6% | +3.2% |
| YTD | -2.5% | -11.0% | +8.5% | +5.1% |
| 1Y | -16.0% | -9.5% | -6.5% | -10.6% |
| 3Y | -8.5% | +7.6% | -16.2% | -14.2% |
| 5Y | -61.8% | +4.8% | -66.5% | -63.1% |
| All | +16.4% | +83.0% | -66.6% | -16.3% |
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