-61.3%
JD vs IAG
+764.1%
-825.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.2% |
| 7D | -1.7% | -0.5% | -1.1% | -1.7% |
| 30D | -13.2% | +28.9% | -42.0% | -16.2% |
| 3M | -3.2% | +19.1% | -22.3% | -6.0% |
| 6M | +15.2% | -10.3% | +25.5% | +15.6% |
| YTD | +2.0% | +24.2% | -22.2% | -2.9% |
| 1Y | -5.4% | +116.5% | -121.9% | -17.4% |
| 3Y | -9.1% | +742.8% | -751.9% | -39.2% |
| All | -61.3% | +764.1% | -825.4% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling