+808.3%
IWM vs JPM
+1,519.0%
-710.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.7% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | -1.3% | -0.2% | -1.1% | -1.2% |
| 3M | +1.6% | +15.9% | -14.3% | -5.1% |
| 6M | +13.6% | +20.9% | -7.4% | +4.0% |
| YTD | +20.8% | +12.9% | +7.9% | +13.8% |
| 1Y | +26.4% | +20.3% | +6.1% | +15.6% |
| 3Y | +60.7% | +160.9% | -100.3% | +3.5% |
| 5Y | +38.2% | +154.8% | -116.6% | -11.0% |
| 10Y | +169.5% | +591.1% | -421.6% | +11.6% |
| All | +808.3% | +1,519.0% | -710.7% | +100.5% |
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 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