+54.6%
JD vs IWF
+485.4%
-430.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.6% | +0.6% |
| 7D | +5.2% | -2.9% | +8.1% | +7.5% |
| 30D | +4.5% | -10.9% | +15.4% | +15.6% |
| 3M | -15.4% | -8.1% | -7.3% | -9.5% |
| 6M | -6.0% | -7.5% | +1.5% | -1.0% |
| YTD | +2.2% | -3.4% | +5.5% | +2.7% |
| 1Y | -6.7% | -5.0% | -1.7% | -4.7% |
| 3Y | +20.5% | +64.0% | -43.5% | -33.6% |
| 5Y | -58.4% | +56.8% | -115.2% | -75.8% |
| 10Y | +32.5% | +381.2% | -348.7% | -80.6% |
| All | +54.6% | +485.4% | -430.8% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling