+30.5%
JD vs IP
+26.3%
+4.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +13.4% | -5.1% | +18.4% | +14.9% |
| 30D | +7.7% | +8.5% | -0.8% | +5.0% |
| 3M | -11.3% | -13.8% | +2.6% | -7.8% |
| 6M | -5.1% | +5.7% | -10.9% | -8.3% |
| YTD | +5.0% | -9.1% | +14.2% | +4.8% |
| 1Y | -5.6% | -0.8% | -4.8% | -8.8% |
| 3Y | +17.8% | +14.8% | +3.0% | +3.0% |
| 5Y | -57.2% | -11.5% | -45.6% | -59.5% |
| All | +30.5% | +26.3% | +4.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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