-6.7%
JD vs IRE
-98.1%
+91.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.8% | +15.6% | 0.0% |
| 7D | +5.2% | -41.9% | +47.1% | +5.8% |
| 30D | +4.5% | -75.1% | +79.6% | +6.5% |
| 3M | -15.4% | -82.4% | +67.0% | -13.6% |
| 6M | -6.0% | -95.5% | +89.5% | -1.6% |
| YTD | +2.2% | -93.1% | +95.2% | +1.7% |
| 1Y | -6.7% | -97.8% | +91.1% | -5.0% |
| All | -6.7% | -98.1% | +91.5% | -5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling