-6.7%
JD vs IVZ
+25.3%
-32.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +5.2% | +2.2% | +3.0% | +4.7% |
| 30D | +4.5% | -2.2% | +6.7% | +4.7% |
| 3M | -15.4% | -8.4% | -7.0% | -14.4% |
| 6M | -6.0% | +6.2% | -12.2% | -8.0% |
| YTD | +2.2% | +12.4% | -10.2% | -1.5% |
| 1Y | -6.7% | +26.0% | -32.7% | -11.0% |
| All | -6.7% | +25.3% | -32.0% | -11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling