+34.4%
JD vs ITOT
+287.5%
-253.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.9% |
| 7D | -4.1% | +2.5% | -6.6% | -6.7% |
| 30D | +4.6% | -1.7% | +6.3% | +5.9% |
| 3M | -4.7% | -3.4% | -1.4% | -2.0% |
| 6M | -17.4% | +2.1% | -19.5% | -20.2% |
| YTD | +0.7% | +11.5% | -10.8% | -11.4% |
| 1Y | -5.9% | +13.6% | -19.5% | -18.9% |
| 3Y | +18.9% | +77.2% | -58.3% | -37.7% |
| 5Y | -62.9% | +64.4% | -127.3% | -78.6% |
| All | +34.4% | +287.5% | -253.2% | -72.7% |
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