+59.0%
JD vs IVZ
+29.0%
+29.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +13.4% | -2.4% | +15.8% | +14.1% |
| 30D | +7.7% | -11.2% | +18.9% | +11.9% |
| 3M | -11.3% | -14.0% | +2.7% | -7.0% |
| 6M | -5.1% | +0.5% | -5.6% | -6.7% |
| YTD | +5.0% | +5.4% | -0.4% | +0.7% |
| 1Y | -5.6% | +19.5% | -25.1% | -13.8% |
| 3Y | +17.8% | +128.7% | -110.9% | -17.8% |
| 5Y | -57.2% | +28.8% | -85.9% | -64.1% |
| 10Y | +34.8% | +52.3% | -17.5% | +2.5% |
| All | +59.0% | +29.0% | +29.9% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling