+16.9%
JD vs IWF
+412.6%
-395.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | -3.0% | +0.5% | -3.5% | -3.5% |
| 30D | -19.3% | -1.4% | -18.0% | -18.4% |
| 3M | -6.0% | +0.4% | -6.5% | -7.3% |
| 6M | +1.8% | +8.5% | -6.7% | -7.0% |
| YTD | -2.6% | +3.7% | -6.2% | -7.2% |
| 1Y | -17.4% | +8.5% | -25.9% | -24.8% |
| 3Y | -8.6% | +78.5% | -87.1% | -52.0% |
| 5Y | -61.6% | +73.6% | -135.3% | -79.2% |
| 10Y | +16.9% | +421.3% | -404.4% | -82.9% |
| All | +16.9% | +412.6% | -395.7% | -82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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