+585.7%
JPM vs IAG
+423.2%
+162.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -2.3% | -4.1% | +1.7% | -2.2% |
| 30D | -2.3% | +10.6% | -13.0% | -2.7% |
| 3M | +14.9% | +35.4% | -20.5% | +13.6% |
| 6M | +23.6% | -9.5% | +33.2% | +23.5% |
| YTD | +11.3% | +21.8% | -10.5% | +10.0% |
| 1Y | +19.9% | +84.1% | -64.3% | +17.0% |
| 3Y | +162.6% | +817.4% | -654.8% | +144.1% |
| 5Y | +154.6% | +830.1% | -675.5% | +133.0% |
| All | +585.7% | +423.2% | +162.5% | +530.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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