+148.1%
IEFA vs JD
+31.5%
+116.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.2% | -4.1% | +6.3% | +2.8% |
| 30D | +1.1% | +4.6% | -3.5% | +0.3% |
| 3M | -4.3% | -4.7% | +0.5% | -3.7% |
| 6M | +1.4% | -17.4% | +18.7% | +4.0% |
| YTD | +10.1% | +0.7% | +9.4% | +9.3% |
| 1Y | +12.9% | -5.9% | +18.8% | +13.2% |
| 3Y | +65.8% | +18.9% | +46.9% | +55.3% |
| 5Y | +47.7% | -62.9% | +110.6% | +58.6% |
| All | +148.1% | +31.5% | +116.7% | +105.0% |
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