+30.5%
JD vs IWD
+207.5%
-177.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | +13.4% | -0.5% | +13.8% | +13.7% |
| 30D | +7.7% | +2.7% | +5.0% | +5.0% |
| 3M | -11.3% | +0.9% | -12.2% | -12.2% |
| 6M | -5.1% | +10.5% | -15.7% | -13.8% |
| YTD | +5.0% | +23.7% | -18.7% | -14.0% |
| 1Y | -5.6% | +28.7% | -34.4% | -25.6% |
| 3Y | +17.8% | +79.7% | -61.9% | -31.2% |
| 5Y | -57.2% | +69.7% | -126.9% | -73.4% |
| All | +30.5% | +207.5% | -177.0% | -44.4% |
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