+741.9%
IWM vs JPM
+1,417.5%
-675.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.4% |
| 7D | -2.0% | -0.8% | -1.3% | -1.7% |
| 30D | -1.5% | +1.5% | -2.9% | -2.1% |
| 3M | -8.0% | -5.7% | -2.3% | -5.7% |
| 6M | -4.1% | +7.2% | -11.3% | -7.5% |
| YTD | +11.9% | +5.8% | +6.1% | +8.4% |
| 1Y | +15.0% | +8.8% | +6.2% | +9.9% |
| 3Y | +64.2% | +147.4% | -83.2% | +8.1% |
| 5Y | +20.4% | +125.3% | -104.9% | -18.1% |
| 10Y | +168.0% | +540.5% | -372.6% | +14.6% |
| All | +741.9% | +1,417.5% | -675.6% | +91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling