+32.3%
JD vs IT
+88.7%
-56.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | -4.0% | -3.7% | -0.4% | -3.2% |
| 30D | +2.7% | -3.1% | +5.8% | +2.6% |
| 3M | -13.0% | +6.3% | -19.4% | -15.6% |
| 6M | -12.7% | +24.8% | -37.5% | -20.4% |
| YTD | -0.8% | -24.4% | +23.6% | +3.4% |
| 1Y | -8.9% | -17.1% | +8.2% | -8.0% |
| 3Y | +17.0% | -53.6% | +70.7% | +38.8% |
| 5Y | -63.5% | -42.5% | -21.0% | -60.9% |
| All | +32.3% | +88.7% | -56.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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