-57.1%
JD vs IRM
+168.2%
-225.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.4% |
| 7D | +13.4% | -8.6% | +22.0% | +15.4% |
| 30D | +7.7% | -8.0% | +15.7% | +9.4% |
| 3M | -11.3% | -12.0% | +0.7% | -9.2% |
| 6M | -5.1% | -18.2% | +13.0% | -1.4% |
| YTD | +5.0% | +31.4% | -26.3% | -5.1% |
| 1Y | -5.6% | +9.2% | -14.8% | -10.2% |
| 3Y | +17.8% | +94.6% | -76.8% | -12.7% |
| All | -57.1% | +168.2% | -225.3% | -71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling