+16.4%
JD vs ITOT
+300.1%
-283.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.8% |
| 7D | -2.6% | -2.0% | -0.6% | -0.5% |
| 30D | -15.4% | -2.0% | -13.4% | -13.7% |
| 3M | -5.0% | +4.5% | -9.6% | -9.8% |
| 6M | +0.9% | +12.6% | -11.7% | -11.5% |
| YTD | -2.5% | +12.0% | -14.5% | -14.0% |
| 1Y | -16.0% | +17.3% | -33.3% | -29.4% |
| 3Y | -8.5% | +75.2% | -83.8% | -51.0% |
| 5Y | -61.8% | +74.0% | -135.8% | -79.1% |
| All | +16.4% | +300.1% | -283.7% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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