+54.3%
JD vs ITOT
+379.8%
-325.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.2% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -13.2% | 0.0% | -13.2% | -13.3% |
| 3M | -3.2% | +2.0% | -5.1% | -5.6% |
| 6M | +15.2% | +13.0% | +2.2% | +0.2% |
| YTD | +2.0% | +14.0% | -12.0% | -12.1% |
| 1Y | -5.4% | +19.9% | -25.3% | -22.8% |
| 3Y | -9.1% | +75.8% | -84.9% | -52.2% |
| 5Y | -59.6% | +73.8% | -133.5% | -78.2% |
| 10Y | +26.2% | +295.9% | -269.7% | -73.6% |
| All | +54.3% | +379.8% | -325.4% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling