-61.3%
JD vs IEF
-8.2%
-53.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -16.0% | -0.7% | -15.3% | -15.9% |
| 3M | -3.2% | -0.4% | -2.7% | -3.1% |
| 6M | +6.1% | -2.5% | +8.5% | +6.7% |
| YTD | -0.1% | -1.6% | +1.5% | +0.3% |
| 1Y | -12.7% | -1.3% | -11.4% | -12.5% |
| 3Y | -6.3% | +10.1% | -16.4% | -9.2% |
| 5Y | -61.3% | -8.3% | -53.0% | -67.7% |
| All | -61.3% | -8.2% | -53.2% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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