+18.9%
IWM vs JPM
+17.0%
+1.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.7% | 0.0% |
| 7D | +1.0% | +3.8% | -2.8% | -0.4% |
| 30D | +0.2% | +6.5% | -6.2% | -2.2% |
| 3M | -5.6% | -1.0% | -4.6% | -5.3% |
| 6M | +2.7% | +15.5% | -12.8% | -3.9% |
| YTD | +16.2% | +11.4% | +4.8% | +9.2% |
| 1Y | +18.9% | +16.1% | +2.9% | +9.4% |
| All | +18.9% | +17.0% | +1.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling