-17.4%
JD vs IAG
+102.4%
-119.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.6% |
| 7D | -3.0% | +1.7% | -4.7% | -3.1% |
| 30D | -19.3% | +11.4% | -30.8% | -20.0% |
| 3M | -6.0% | +33.0% | -39.1% | -8.1% |
| 6M | +1.8% | -6.0% | +7.8% | +1.5% |
| YTD | -2.6% | +24.6% | -27.1% | -4.4% |
| 1Y | -17.4% | +105.0% | -122.4% | -15.2% |
| All | -17.4% | +102.4% | -119.8% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling