-17.4%
JD vs IWF
+8.6%
-26.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.2% |
| 30D | -19.3% | -1.4% | -18.0% | -18.8% |
| 3M | -6.0% | +0.4% | -6.5% | -6.5% |
| 6M | +1.8% | +8.5% | -6.7% | -5.1% |
| YTD | -2.6% | +3.7% | -6.2% | -5.9% |
| 1Y | -17.4% | +8.5% | -25.9% | -19.9% |
| All | -17.4% | +8.6% | -26.1% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling