-61.3%
JD vs IP
-17.2%
-44.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.2% | -0.3% | +1.4% |
| 7D | -1.7% | -5.3% | +3.6% | -0.4% |
| 30D | -13.2% | -10.9% | -2.3% | -10.9% |
| 3M | -3.2% | +11.2% | -14.4% | -6.6% |
| 6M | +15.2% | -10.2% | +25.5% | +17.1% |
| YTD | +2.0% | -2.0% | +4.0% | +0.3% |
| 1Y | -5.4% | -19.1% | +13.7% | -1.6% |
| 3Y | -9.1% | +20.9% | -30.0% | -22.6% |
| All | -61.3% | -17.2% | -44.1% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling