-8.2%
JD vs IRE
-97.2%
+89.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +39.6% | -37.9% | +1.0% |
| 7D | +13.4% | -27.2% | +40.5% | +13.5% |
| 30D | +7.7% | -75.1% | +82.8% | +9.9% |
| 3M | -11.3% | -77.9% | +66.6% | -9.7% |
| 6M | -5.1% | -94.6% | +89.4% | -1.0% |
| YTD | +5.0% | -91.5% | +96.6% | +4.7% |
| 1Y | -5.6% | -97.8% | +92.2% | -2.0% |
| All | -8.2% | -97.2% | +89.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling