+32.5%
JD vs IAG
+336.8%
-304.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.7% | +6.4% | +0.4% |
| 7D | +5.2% | +16.8% | -11.6% | +3.5% |
| 30D | +4.5% | -1.5% | +6.0% | +4.4% |
| 3M | -15.4% | +0.5% | -15.9% | -15.8% |
| 6M | -6.0% | -1.0% | -5.1% | -6.8% |
| YTD | +2.2% | +12.3% | -10.2% | -0.8% |
| 1Y | -6.7% | +39.2% | -45.9% | -11.5% |
| 3Y | +20.5% | +712.3% | -691.7% | -8.1% |
| 5Y | -58.4% | +484.2% | -542.7% | -68.5% |
| 10Y | +32.5% | +382.3% | -349.8% | -3.9% |
| All | +32.5% | +336.8% | -304.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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