+171.7%
IWM vs JPM
+588.2%
-416.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.9% |
| 30D | -3.1% | -1.4% | -1.7% | -2.4% |
| 3M | +2.2% | +13.9% | -11.7% | -5.6% |
| 6M | +15.1% | +23.5% | -8.5% | +1.2% |
| YTD | +18.6% | +11.6% | +6.9% | +10.3% |
| 1Y | +24.0% | +21.4% | +2.6% | +9.5% |
| 3Y | +63.7% | +163.4% | -99.7% | -10.1% |
| 5Y | +38.2% | +152.5% | -114.3% | -23.7% |
| 10Y | +171.7% | +592.1% | -420.4% | -20.1% |
| All | +171.7% | +588.2% | -416.5% | -20.1% |
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