+47.0%
IEMG vs JD
-62.5%
+109.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.9% | -2.6% | +1.7% | -0.3% |
| 30D | +2.1% | -15.4% | +17.5% | +5.8% |
| 3M | +4.6% | -5.0% | +9.6% | +5.4% |
| 6M | +14.0% | +0.9% | +13.1% | +13.1% |
| YTD | +22.3% | -2.5% | +24.8% | +22.2% |
| 1Y | +30.7% | -16.0% | +46.7% | +34.6% |
| 3Y | +83.2% | -8.5% | +91.7% | +78.3% |
| 5Y | +47.0% | -61.8% | +108.7% | +60.6% |
| All | +47.0% | -62.5% | +109.5% | +60.6% |
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