+143.5%
IWM vs JPM
+481.5%
-338.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | +2.3% | +3.3% | -1.0% | +0.3% |
| 3M | -8.3% | -4.2% | -4.1% | -6.2% |
| 6M | -1.3% | +16.4% | -17.7% | -10.3% |
| YTD | +13.5% | +9.5% | +4.0% | +6.6% |
| 1Y | +18.4% | +14.0% | +4.4% | +8.4% |
| 3Y | +69.6% | +153.1% | -83.5% | -4.8% |
| 5Y | +23.3% | +134.9% | -111.6% | -28.9% |
| All | +143.5% | +481.5% | -338.0% | -15.6% |
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