+59.0%
JD vs IWF
+473.7%
-414.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +0.4% |
| 7D | +13.4% | -5.0% | +18.3% | +18.4% |
| 30D | +7.7% | -13.2% | +20.9% | +22.4% |
| 3M | -11.3% | -9.4% | -1.8% | -3.6% |
| 6M | -5.1% | -8.6% | +3.4% | +1.1% |
| YTD | +5.0% | -5.3% | +10.3% | +7.8% |
| 1Y | -5.6% | -5.0% | -0.7% | -3.7% |
| 3Y | +17.8% | +64.6% | -46.9% | -35.5% |
| 5Y | -57.2% | +50.8% | -108.0% | -74.0% |
| 10Y | +34.8% | +385.7% | -350.9% | -80.6% |
| All | +59.0% | +473.7% | -414.7% | -82.6% |
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