+20.9%
JD vs IWD
+84.1%
-63.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -4.4% |
| 7D | +7.9% | +1.3% | +6.7% | +6.4% |
| 30D | +4.8% | +3.6% | +1.2% | +1.0% |
| 3M | -13.9% | +2.3% | -16.3% | -16.1% |
| 6M | -5.8% | +13.0% | -18.8% | -17.1% |
| YTD | +2.4% | +26.2% | -23.8% | -19.7% |
| 1Y | -7.5% | +30.5% | -38.0% | -30.1% |
| 3Y | +20.9% | +86.2% | -65.3% | -44.4% |
| All | +20.9% | +84.1% | -63.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling