+16.9%
JD vs IT
+88.4%
-71.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.0% |
| 7D | -3.0% | -9.1% | +6.2% | -0.7% |
| 30D | -19.3% | -12.2% | -7.2% | -16.9% |
| 3M | -6.0% | +7.8% | -13.8% | -9.4% |
| 6M | +1.8% | +2.0% | -0.2% | -1.5% |
| YTD | -2.6% | -32.7% | +30.2% | +5.8% |
| 1Y | -17.4% | -31.1% | +13.7% | -11.7% |
| 3Y | -8.6% | -52.1% | +43.5% | +6.4% |
| 5Y | -61.6% | -46.3% | -15.3% | -57.9% |
| 10Y | +16.9% | +91.4% | -74.5% | -8.9% |
| All | +16.9% | +88.4% | -71.6% | -8.9% |
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