+55.0%
JD vs IEF
+17.7%
+37.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.5% |
| 7D | +7.9% | +0.3% | +7.6% | +8.1% |
| 30D | +4.8% | +2.7% | +2.1% | +6.1% |
| 3M | -13.9% | -0.8% | -13.1% | -14.3% |
| 6M | -5.8% | -1.7% | -4.1% | -6.6% |
| YTD | +2.4% | -1.6% | +4.0% | +1.5% |
| 1Y | -7.5% | -1.6% | -6.0% | -8.3% |
| 3Y | +20.9% | +12.4% | +8.5% | +29.2% |
| 5Y | -58.0% | -7.6% | -50.4% | -64.9% |
| 10Y | +28.9% | +7.6% | +21.3% | +35.8% |
| All | +55.0% | +17.7% | +37.3% | +91.8% |
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