-6.3%
JD vs IWF
+79.6%
-85.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +1.5% | -2.3% | -1.6% |
| 30D | -16.0% | -1.3% | -14.8% | -15.5% |
| 3M | -3.2% | +0.1% | -3.3% | -3.6% |
| 6M | +6.1% | +10.3% | -4.2% | -0.7% |
| YTD | -0.1% | +4.2% | -4.3% | -3.2% |
| 1Y | -12.7% | +9.3% | -22.0% | -17.7% |
| 3Y | -6.3% | +79.3% | -85.6% | -39.2% |
| All | -6.3% | +79.6% | -85.9% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling