+18.4%
IWM vs JPM
+10.5%
+7.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +1.4% | +3.5% | -2.1% | 0.0% |
| 30D | +2.3% | +3.3% | -1.0% | +1.1% |
| 3M | -8.3% | -4.2% | -4.1% | -6.8% |
| 6M | -1.3% | +16.4% | -17.7% | -8.0% |
| YTD | +13.5% | +9.5% | +4.0% | +7.5% |
| 1Y | +18.4% | +14.0% | +4.4% | +10.5% |
| All | +18.4% | +10.5% | +7.9% | +10.5% |
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