+133.0%
IEMG vs JD
+31.5%
+101.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | +2.7% | -4.1% | +6.8% | +3.7% |
| 30D | -5.7% | +4.6% | -10.3% | -6.9% |
| 3M | -8.8% | -4.7% | -4.0% | -7.9% |
| 6M | -8.9% | -17.4% | +8.5% | -5.1% |
| YTD | +11.2% | +0.7% | +10.5% | +9.9% |
| 1Y | +12.2% | -5.9% | +18.1% | +12.7% |
| 3Y | +68.5% | +18.9% | +49.7% | +51.9% |
| 5Y | +34.3% | -62.9% | +97.3% | +52.8% |
| All | +133.0% | +31.5% | +101.5% | +77.7% |
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