-58.1%
JD vs IOT
+54.4%
-112.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.6% | -0.8% | -1.8% | -2.4% |
| 30D | -15.4% | -4.7% | -10.7% | -14.8% |
| 3M | -5.0% | +17.8% | -22.8% | -9.0% |
| 6M | +0.9% | +16.8% | -15.9% | -4.3% |
| YTD | -2.5% | +8.4% | -10.9% | -7.0% |
| 1Y | -16.0% | -0.8% | -15.2% | -18.7% |
| 3Y | -8.5% | +25.7% | -34.3% | -23.4% |
| All | -58.1% | +54.4% | -112.5% | -71.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling