+34.4%
JD vs IWD
+203.0%
-168.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.3% |
| 7D | -4.1% | +2.3% | -6.4% | -6.1% |
| 30D | +4.6% | +3.6% | +1.0% | +1.1% |
| 3M | -4.7% | +2.2% | -6.9% | -6.8% |
| 6M | -17.4% | +13.0% | -30.3% | -26.5% |
| YTD | +0.7% | +26.5% | -25.8% | -19.3% |
| 1Y | -5.9% | +30.1% | -36.0% | -26.6% |
| 3Y | +18.9% | +84.9% | -66.0% | -32.5% |
| 5Y | -62.9% | +73.4% | -136.3% | -77.5% |
| All | +34.4% | +203.0% | -168.7% | -51.6% |
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