-58.2%
JD vs IOT
+55.2%
-113.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.7% | +1.3% | -1.7% |
| 7D | -3.0% | +5.1% | -8.0% | -4.0% |
| 30D | -19.3% | -3.0% | -16.3% | -19.1% |
| 3M | -6.0% | +15.0% | -21.0% | -9.5% |
| 6M | +1.8% | +13.1% | -11.4% | -2.8% |
| YTD | -2.6% | +9.0% | -11.6% | -7.1% |
| 1Y | -17.4% | +0.1% | -17.6% | -20.2% |
| 3Y | -8.6% | +26.4% | -35.0% | -23.5% |
| All | -58.2% | +55.2% | -113.4% | -71.1% |
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