+56.4%
JD vs IWD
+247.7%
-191.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.6% | +5.9% | +5.7% |
| 7D | +11.7% | -0.9% | +12.7% | +12.6% |
| 30D | +8.1% | +2.6% | +5.4% | +5.3% |
| 3M | -12.0% | +1.2% | -13.2% | -13.2% |
| 6M | -3.5% | +12.1% | -15.6% | -13.8% |
| YTD | +3.3% | +24.1% | -20.8% | -16.3% |
| 1Y | -7.4% | +28.5% | -35.9% | -27.5% |
| 3Y | +16.6% | +79.5% | -62.9% | -33.3% |
| 5Y | -57.9% | +70.3% | -128.2% | -74.4% |
| 10Y | +32.6% | +212.5% | -179.9% | -55.7% |
| All | +56.4% | +247.7% | -191.3% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling