+34.4%
JD vs IT
+90.0%
-55.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -4.1% | +1.1% | -5.2% | -4.4% |
| 30D | +4.6% | -1.8% | +6.5% | +4.2% |
| 3M | -4.7% | +4.8% | -9.6% | -7.2% |
| 6M | -17.4% | +33.0% | -50.4% | -25.9% |
| YTD | +0.7% | -23.8% | +24.5% | +4.8% |
| 1Y | -5.9% | -16.5% | +10.6% | -5.1% |
| 3Y | +18.9% | -53.6% | +72.5% | +41.1% |
| 5Y | -62.9% | -42.1% | -20.8% | -60.4% |
| All | +34.4% | +90.0% | -55.6% | -1.4% |
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