+54.3%
JD vs IWF
+533.0%
-478.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | +0.5% | -2.2% | -2.2% |
| 30D | -13.2% | -0.4% | -12.8% | -13.0% |
| 3M | -3.2% | -2.6% | -0.6% | -1.7% |
| 6M | +15.2% | +9.1% | +6.1% | +4.1% |
| YTD | +2.0% | +4.5% | -2.5% | -3.8% |
| 1Y | -5.4% | +10.1% | -15.5% | -15.4% |
| 3Y | -9.1% | +77.6% | -86.7% | -53.1% |
| 5Y | -59.6% | +73.7% | -133.3% | -78.6% |
| 10Y | +26.2% | +411.5% | -385.3% | -82.3% |
| All | +54.3% | +533.0% | -478.7% | -84.4% |
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