+142.2%
IEFA vs JD
+20.5%
+121.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.4% | -2.6% | +0.2% | -2.0% |
| 30D | -2.1% | -15.4% | +13.2% | +0.3% |
| 3M | +5.5% | -5.0% | +10.6% | +6.1% |
| 6M | +8.1% | +0.9% | +7.2% | +7.6% |
| YTD | +11.9% | -2.5% | +14.4% | +11.8% |
| 1Y | +18.1% | -16.0% | +34.1% | +20.4% |
| 3Y | +65.5% | -8.5% | +74.0% | +61.4% |
| 5Y | +50.1% | -61.8% | +111.8% | +59.8% |
| All | +142.2% | +20.5% | +121.7% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling