-58.0%
JD vs IP
-9.5%
-48.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.2% |
| 7D | +7.9% | -3.0% | +10.9% | +8.6% |
| 30D | +4.8% | +10.6% | -5.9% | +2.1% |
| 3M | -13.9% | -13.6% | -0.3% | -11.2% |
| 6M | -5.8% | +10.4% | -16.2% | -9.6% |
| YTD | +2.4% | -6.5% | +8.9% | +1.6% |
| 1Y | -7.5% | -2.1% | -5.4% | -9.8% |
| 3Y | +20.9% | +22.0% | -1.1% | +0.3% |
| 5Y | -58.0% | -9.7% | -48.3% | -63.8% |
| All | -58.0% | -9.5% | -48.5% | -63.8% |
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