-58.4%
JD vs IWD
+73.2%
-131.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.3% | -0.3% |
| 7D | +5.2% | +1.6% | +3.6% | +3.1% |
| 30D | +4.5% | +3.6% | +0.9% | +0.2% |
| 3M | -15.4% | +2.0% | -17.5% | -17.6% |
| 6M | -6.0% | +13.1% | -19.1% | -18.7% |
| YTD | +2.2% | +26.2% | -24.0% | -22.3% |
| 1Y | -6.7% | +29.6% | -36.2% | -31.2% |
| 3Y | +20.5% | +84.3% | -63.8% | -42.3% |
| 5Y | -58.4% | +73.4% | -131.9% | -78.5% |
| All | -58.4% | +73.2% | -131.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling