+16.9%
JD vs IVZ
+60.3%
-43.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -3.0% | +1.2% | -4.1% | -3.4% |
| 30D | -19.3% | +1.8% | -21.1% | -19.9% |
| 3M | -6.0% | +15.7% | -21.8% | -11.1% |
| 6M | +1.8% | +36.3% | -34.5% | -9.4% |
| YTD | -2.6% | +24.9% | -27.5% | -11.1% |
| 1Y | -17.4% | +48.9% | -66.4% | -29.3% |
| 3Y | -8.6% | +136.8% | -145.4% | -35.0% |
| 5Y | -61.6% | +60.0% | -121.6% | -69.7% |
| 10Y | +16.9% | +63.4% | -46.5% | -7.0% |
| All | +16.9% | +60.3% | -43.5% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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