+32.5%
JD vs IWD
+203.8%
-171.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | +1.6% | +3.6% | +3.5% |
| 30D | +4.5% | +3.6% | +0.9% | +1.0% |
| 3M | -15.4% | +2.0% | -17.5% | -17.2% |
| 6M | -6.0% | +13.1% | -19.1% | -16.5% |
| YTD | +2.2% | +26.2% | -24.0% | -18.0% |
| 1Y | -6.7% | +29.6% | -36.2% | -26.9% |
| 3Y | +20.5% | +84.3% | -63.8% | -31.4% |
| 5Y | -58.4% | +73.4% | -131.9% | -74.7% |
| 10Y | +32.5% | +202.4% | -170.0% | -51.1% |
| All | +32.5% | +203.8% | -171.3% | -51.1% |
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