+34.4%
JD vs IVZ
+43.7%
-9.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.7% |
| 7D | -4.1% | +7.6% | -11.7% | -6.6% |
| 30D | +4.6% | +4.3% | +0.3% | +2.7% |
| 3M | -4.7% | -9.3% | +4.6% | -2.2% |
| 6M | -17.4% | +5.2% | -22.6% | -20.0% |
| YTD | +0.7% | +13.4% | -12.7% | -5.6% |
| 1Y | -5.9% | +25.4% | -31.3% | -15.0% |
| 3Y | +18.9% | +152.5% | -133.6% | -18.0% |
| 5Y | -62.9% | +36.7% | -99.6% | -69.5% |
| All | +34.4% | +43.7% | -9.3% | +12.8% |
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