+32.3%
JD vs IRM
+524.5%
-492.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.7% |
| 7D | -4.0% | +8.6% | -12.6% | -5.9% |
| 30D | +2.7% | 0.0% | +2.7% | +2.2% |
| 3M | -13.0% | -7.1% | -5.9% | -12.1% |
| 6M | -12.7% | -7.9% | -4.8% | -11.9% |
| YTD | -0.8% | +41.3% | -42.1% | -10.7% |
| 1Y | -8.9% | +20.7% | -29.6% | -14.8% |
| 3Y | +17.0% | +112.2% | -95.1% | -8.3% |
| 5Y | -63.5% | +191.2% | -254.7% | -73.8% |
| All | +32.3% | +524.5% | -492.2% | -25.2% |
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