+30.7%
IEMG vs JD
-15.9%
+46.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -4.2% | +3.0% | -0.3% |
| 30D | +1.9% | -14.4% | +16.3% | +5.5% |
| 3M | +1.4% | -3.6% | +5.0% | +1.5% |
| 6M | +15.2% | -0.3% | +15.5% | +13.3% |
| YTD | +23.8% | -2.4% | +26.2% | +22.6% |
| 1Y | +30.7% | -18.5% | +49.2% | +34.8% |
| All | +30.7% | -15.9% | +46.6% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling