+54.3%
JD vs IEF
+17.9%
+36.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.8% |
| 30D | -13.2% | -0.8% | -12.4% | -13.5% |
| 3M | -3.2% | -1.0% | -2.2% | -3.6% |
| 6M | +15.2% | -2.8% | +18.0% | +13.6% |
| YTD | +2.0% | -1.5% | +3.5% | +1.2% |
| 1Y | -5.4% | -0.4% | -5.0% | -5.5% |
| 3Y | -9.1% | +9.7% | -18.8% | -4.7% |
| 5Y | -59.6% | -8.3% | -51.3% | -66.6% |
| 10Y | +26.2% | +4.6% | +21.6% | +27.2% |
| All | +54.3% | +17.9% | +36.5% | +91.2% |
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