+51.4%
JD vs IP
+37.9%
+13.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.5% | +1.5% | +2.6% |
| 7D | +9.0% | +3.4% | +5.6% | +7.8% |
| 30D | +5.2% | +11.2% | -6.0% | +1.8% |
| 3M | -15.9% | -14.8% | -1.1% | -12.1% |
| 6M | -7.7% | +17.3% | -25.0% | -13.7% |
| YTD | +0.1% | -6.2% | +6.2% | -1.1% |
| 1Y | -9.7% | +2.3% | -12.1% | -13.6% |
| 3Y | +12.9% | +17.7% | -4.8% | -2.2% |
| 5Y | -60.6% | -8.4% | -52.2% | -63.1% |
| 10Y | +28.4% | +32.1% | -3.7% | -2.9% |
| All | +51.4% | +37.9% | +13.5% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling