-57.1%
JD vs IP
-12.0%
-45.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +13.4% | -5.1% | +18.4% | +14.6% |
| 30D | +7.7% | +8.5% | -0.8% | +5.4% |
| 3M | -11.3% | -13.8% | +2.6% | -8.4% |
| 6M | -5.1% | +5.7% | -10.9% | -7.9% |
| YTD | +5.0% | -9.1% | +14.2% | +4.9% |
| 1Y | -5.6% | -0.8% | -4.8% | -8.6% |
| 3Y | +17.8% | +14.8% | +3.0% | 0.0% |
| All | -57.1% | -12.0% | -45.1% | -62.7% |
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