+152.5%
JPM vs IAG
+804.8%
-652.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | -0.4% | +1.7% | -2.1% | -0.5% |
| 30D | -1.4% | +11.4% | -12.9% | -2.2% |
| 3M | +13.9% | +33.0% | -19.1% | +11.6% |
| 6M | +23.5% | -6.0% | +29.5% | +23.2% |
| YTD | +11.6% | +24.6% | -12.9% | +9.1% |
| 1Y | +21.4% | +105.0% | -83.6% | +14.8% |
| 3Y | +163.4% | +837.9% | -674.5% | +122.9% |
| 5Y | +152.5% | +817.0% | -664.4% | +97.7% |
| All | +152.5% | +804.8% | -652.3% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling