-9.7%
JD vs IRE
-98.0%
+88.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -33.9% | +37.2% | +3.8% |
| 7D | +11.7% | -57.1% | +68.9% | +13.0% |
| 30D | +8.1% | -84.4% | +92.5% | +11.3% |
| 3M | -12.0% | -85.0% | +73.0% | -9.7% |
| 6M | -3.5% | -95.2% | +91.7% | +0.6% |
| YTD | +3.3% | -93.9% | +97.3% | +3.6% |
| 1Y | -7.4% | -98.8% | +91.4% | -2.2% |
| All | -9.7% | -98.0% | +88.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling