+50.1%
JD vs IEF
+16.0%
+34.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.7% |
| 7D | -4.0% | -1.9% | -2.1% | -4.9% |
| 30D | +2.7% | +1.1% | +1.6% | +3.2% |
| 3M | -13.0% | -1.9% | -11.1% | -13.9% |
| 6M | -12.7% | -2.4% | -10.3% | -13.7% |
| YTD | -0.8% | -3.0% | +2.2% | -2.3% |
| 1Y | -8.9% | -3.1% | -5.8% | -10.3% |
| 3Y | +17.0% | +10.7% | +6.4% | +24.2% |
| 5Y | -63.5% | -8.0% | -55.5% | -69.3% |
| 10Y | +30.5% | +6.9% | +23.6% | +38.3% |
| All | +50.1% | +16.0% | +34.1% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling