+21.5%
JD vs IWD
+198.0%
-176.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.5% | +2.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -13.2% | +0.6% | -13.7% | -13.6% |
| 3M | -3.2% | +7.2% | -10.4% | -9.3% |
| 6M | +15.2% | +16.2% | -1.0% | +0.1% |
| YTD | +2.0% | +23.3% | -21.4% | -16.1% |
| 1Y | -5.4% | +29.6% | -34.9% | -25.5% |
| 3Y | -9.1% | +70.5% | -79.6% | -44.1% |
| 5Y | -59.6% | +73.5% | -133.1% | -75.3% |
| All | +21.5% | +198.0% | -176.6% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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