+34.4%
JD vs IAG
+389.3%
-354.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.4% |
| 7D | -4.1% | -7.7% | +3.6% | -3.4% |
| 30D | +4.6% | +1.6% | +3.0% | +4.2% |
| 3M | -4.7% | -2.4% | -2.3% | -4.9% |
| 6M | -17.4% | -7.8% | -9.5% | -17.5% |
| YTD | +0.7% | +5.0% | -4.3% | -1.6% |
| 1Y | -5.9% | +25.7% | -31.6% | -9.9% |
| 3Y | +18.9% | +694.5% | -675.6% | -9.2% |
| 5Y | -62.9% | +421.7% | -484.6% | -71.6% |
| All | +34.4% | +389.3% | -354.9% | -2.7% |
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