-56.2%
JD vs IOT
+61.4%
-117.7%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.9% | +1.1% |
| 7D | -1.7% | -2.3% | +0.7% | -1.3% |
| 30D | -13.2% | +3.8% | -16.9% | -14.1% |
| 3M | -3.2% | +14.2% | -17.4% | -6.6% |
| 6M | +15.2% | +40.1% | -24.9% | +4.7% |
| YTD | +2.0% | +13.4% | -11.4% | -3.6% |
| 1Y | -5.4% | +12.2% | -17.5% | -11.3% |
| 3Y | -9.1% | +30.0% | -39.1% | -24.3% |
| All | -56.2% | +61.4% | -117.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling