-56.1%
JD vs IOT
+66.5%
-122.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.1% |
| 7D | +5.2% | +0.8% | +4.4% | +5.0% |
| 30D | +4.5% | -0.2% | +4.7% | +4.3% |
| 3M | -15.4% | +4.0% | -19.4% | -16.8% |
| 6M | -6.0% | +39.4% | -45.4% | -14.1% |
| YTD | +2.2% | +16.9% | -14.8% | -4.5% |
| 1Y | -6.7% | +4.1% | -10.7% | -10.7% |
| 3Y | +20.5% | +72.7% | -52.2% | -7.3% |
| All | -56.1% | +66.5% | -122.6% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling