+126.8%
IEFA vs JD
+44.3%
+82.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.5% |
| 7D | +1.3% | -4.0% | +5.3% | +1.9% |
| 30D | +0.1% | +2.7% | -2.5% | -0.3% |
| 3M | -4.2% | -13.0% | +8.8% | -2.4% |
| 6M | +1.9% | -12.7% | +14.6% | +3.6% |
| YTD | +9.9% | -0.8% | +10.7% | +9.4% |
| 1Y | +11.5% | -8.9% | +20.4% | +12.4% |
| 3Y | +66.0% | +17.0% | +48.9% | +56.1% |
| 5Y | +47.5% | -63.5% | +111.0% | +57.9% |
| 10Y | +146.5% | +30.5% | +115.9% | +102.8% |
| All | +126.8% | +44.3% | +82.6% | +86.3% |
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