+124.9%
IEMG vs JD
+45.3%
+79.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.1% | +0.5% |
| 7D | +2.8% | -0.8% | +3.6% | +3.0% |
| 30D | +4.6% | -16.0% | +20.7% | +8.9% |
| 3M | +5.5% | -3.2% | +8.7% | +5.9% |
| 6M | +19.7% | +6.1% | +13.6% | +17.3% |
| YTD | +25.5% | -0.1% | +25.6% | +24.6% |
| 1Y | +35.5% | -12.7% | +48.3% | +38.6% |
| 3Y | +88.0% | -6.3% | +94.3% | +80.8% |
| 5Y | +50.6% | -61.3% | +111.9% | +67.2% |
| 10Y | +138.4% | +17.6% | +120.7% | +91.5% |
| All | +124.9% | +45.3% | +79.7% | +78.1% |
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