-16.0%
JD vs ITOT
+16.9%
-33.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.6% |
| 7D | -2.6% | -2.0% | -0.6% | -1.0% |
| 30D | -15.4% | -2.0% | -13.4% | -14.1% |
| 3M | -5.0% | +4.5% | -9.6% | -9.1% |
| 6M | +0.9% | +12.6% | -11.7% | -10.9% |
| YTD | -2.5% | +12.0% | -14.5% | -13.5% |
| 1Y | -16.0% | +17.3% | -33.3% | -27.9% |
| All | -16.0% | +16.9% | -33.0% | -27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling