+17.6%
JD vs IRM
+407.3%
-389.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -0.8% | +1.6% | -2.4% | -1.2% |
| 30D | -16.0% | -4.2% | -11.9% | -15.3% |
| 3M | -3.2% | -5.4% | +2.2% | -2.4% |
| 6M | +6.1% | +12.0% | -6.0% | +2.2% |
| YTD | -0.1% | +42.0% | -42.2% | -9.7% |
| 1Y | -12.7% | +29.9% | -42.6% | -19.7% |
| 3Y | -6.3% | +104.4% | -110.7% | -25.4% |
| 5Y | -61.3% | +191.0% | -252.4% | -72.1% |
| 10Y | +17.6% | +417.1% | -399.5% | -33.5% |
| All | +17.6% | +407.3% | -389.7% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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