-9.7%
JD vs IOT
+8.2%
-17.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.1% | -1.1% | +2.8% |
| 7D | +9.0% | -0.5% | +9.4% | +9.0% |
| 30D | +5.2% | +1.0% | +4.2% | +5.1% |
| 3M | -15.9% | +10.9% | -26.8% | -16.6% |
| 6M | -7.7% | +39.9% | -47.6% | -9.7% |
| YTD | +0.1% | +20.8% | -20.7% | -3.0% |
| 1Y | -9.7% | +10.6% | -20.3% | -12.5% |
| All | -9.7% | +8.2% | -17.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling