+151.9%
IWM vs JPM
+484.0%
-332.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -0.3% | -2.5% | +2.1% | +1.2% |
| 30D | +1.9% | +2.7% | -0.9% | +0.2% |
| 3M | -5.7% | -4.7% | -1.0% | -3.3% |
| 6M | -0.3% | +15.6% | -15.8% | -9.0% |
| YTD | +15.8% | +8.6% | +7.2% | +9.2% |
| 1Y | +17.1% | +10.9% | +6.2% | +8.9% |
| 3Y | +73.1% | +149.9% | -76.8% | -2.0% |
| 5Y | +25.9% | +131.9% | -106.1% | -26.9% |
| 10Y | +151.9% | +481.0% | -329.1% | -13.2% |
| All | +151.9% | +484.0% | -332.1% | -13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling