+12.3%
JD vs INVH
+79.7%
-67.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.9% |
| 7D | -0.8% | -3.1% | +2.3% | +0.2% |
| 30D | -16.0% | -7.1% | -9.0% | -14.1% |
| 3M | -3.2% | -3.0% | -0.2% | -2.5% |
| 6M | +6.1% | +10.1% | -4.0% | +2.4% |
| YTD | -0.1% | +3.8% | -4.0% | -2.0% |
| 1Y | -12.7% | -2.1% | -10.6% | -12.9% |
| 3Y | -6.3% | -7.0% | +0.7% | -6.3% |
| 5Y | -61.3% | -20.6% | -40.8% | -59.9% |
| All | +12.3% | +79.7% | -67.4% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling