-6.3%
JD vs IAG
+797.8%
-804.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -1.9% |
| 7D | -0.8% | +4.3% | -5.0% | -1.3% |
| 30D | -16.0% | +9.8% | -25.8% | -17.0% |
| 3M | -3.2% | +28.9% | -32.1% | -6.4% |
| 6M | +6.1% | -7.6% | +13.6% | +6.1% |
| YTD | -0.1% | +22.0% | -22.1% | -4.0% |
| 1Y | -12.7% | +99.5% | -112.2% | -21.8% |
| 3Y | -6.3% | +818.3% | -824.6% | -39.7% |
| All | -6.3% | +797.8% | -804.1% | -39.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling