-12.1%
JD vs IRE
-97.5%
+85.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +12.1% | -13.7% | -1.8% |
| 7D | +0.4% | -15.1% | +15.6% | +0.4% |
| 30D | +4.2% | -71.4% | +75.6% | +6.0% |
| 3M | -12.8% | -81.2% | +68.4% | -10.8% |
| 6M | -8.8% | -93.7% | +85.0% | -5.3% |
| YTD | +0.5% | -92.2% | +92.7% | +0.2% |
| 1Y | -8.8% | -97.3% | +88.5% | -6.4% |
| All | -12.1% | -97.5% | +85.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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