+18.9%
JD vs IRM
+112.1%
-93.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.6% |
| 7D | -4.1% | +6.8% | -10.9% | -5.0% |
| 30D | +4.6% | +2.6% | +2.0% | +3.9% |
| 3M | -4.7% | -9.5% | +4.7% | -3.6% |
| 6M | -17.4% | -8.5% | -8.9% | -16.8% |
| YTD | +0.7% | +40.3% | -39.6% | -7.7% |
| 1Y | -5.9% | +28.7% | -34.6% | -12.2% |
| 3Y | +18.9% | +111.8% | -93.0% | -18.8% |
| All | +18.9% | +112.1% | -93.2% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling