+54.3%
JD vs IRM
+759.2%
-704.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.2% | +1.5% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -13.2% | -8.1% | -5.1% | -11.5% |
| 3M | -3.2% | -9.7% | +6.5% | -1.2% |
| 6M | +15.2% | +10.0% | +5.2% | +11.3% |
| YTD | +2.0% | +43.0% | -41.0% | -8.4% |
| 1Y | -5.4% | +32.7% | -38.1% | -13.7% |
| 3Y | -9.1% | +102.7% | -111.8% | -28.1% |
| 5Y | -59.6% | +187.6% | -247.2% | -71.3% |
| 10Y | +26.2% | +420.1% | -393.9% | -28.4% |
| All | +54.3% | +759.2% | -704.8% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling