-61.3%
JD vs IVZ
+63.4%
-124.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.2% | -1.1% |
| 7D | -0.8% | +1.1% | -1.9% | -1.3% |
| 30D | -16.0% | +3.1% | -19.1% | -17.3% |
| 3M | -3.2% | +18.2% | -21.4% | -10.9% |
| 6M | +6.1% | +38.6% | -32.6% | -9.9% |
| YTD | -0.1% | +25.9% | -26.0% | -11.9% |
| 1Y | -12.7% | +51.7% | -64.4% | -29.9% |
| 3Y | -6.3% | +138.7% | -145.0% | -42.9% |
| 5Y | -61.3% | +62.8% | -124.1% | -72.4% |
| All | -61.3% | +63.4% | -124.7% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling