+136.9%
IEFA vs JD
+48.3%
+88.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.1% |
| 7D | +0.6% | -1.7% | +2.3% | +0.8% |
| 30D | +1.0% | -13.2% | +14.2% | +3.1% |
| 3M | +4.7% | -3.2% | +7.9% | +5.0% |
| 6M | +8.6% | +15.2% | -6.7% | +5.9% |
| YTD | +14.8% | +2.0% | +12.9% | +14.0% |
| 1Y | +22.6% | -5.4% | +28.0% | +22.8% |
| 3Y | +67.0% | -9.1% | +76.1% | +63.2% |
| 5Y | +52.3% | -59.6% | +111.9% | +60.1% |
| 10Y | +147.3% | +26.2% | +121.1% | +104.5% |
| All | +136.9% | +48.3% | +88.6% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling