+9.8%
JD vs INVH
+75.4%
-65.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -4.2% | -3.0% | -1.3% | -3.3% |
| 30D | -14.4% | -7.5% | -6.9% | -12.3% |
| 3M | -3.6% | -5.5% | +2.0% | -2.0% |
| 6M | -0.3% | +11.7% | -12.0% | -4.2% |
| YTD | -2.4% | +1.3% | -3.7% | -3.4% |
| 1Y | -18.5% | -6.1% | -12.5% | -17.6% |
| 3Y | -7.0% | -9.8% | +2.7% | -6.1% |
| 5Y | -61.7% | -19.7% | -42.0% | -60.4% |
| All | +9.8% | +75.4% | -65.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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