+51.1%
IEFA vs JD
-60.9%
+112.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -0.5% | -3.0% | +2.5% | -0.1% |
| 30D | -1.1% | -19.3% | +18.2% | +1.6% |
| 3M | +5.1% | -6.0% | +11.1% | +5.7% |
| 6M | +9.3% | +1.8% | +7.5% | +8.7% |
| YTD | +13.0% | -2.6% | +15.5% | +12.9% |
| 1Y | +19.2% | -17.4% | +36.6% | +21.4% |
| 3Y | +67.0% | -8.6% | +75.6% | +63.9% |
| 5Y | +51.1% | -61.6% | +112.7% | +57.8% |
| All | +51.1% | -60.9% | +112.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling