+1,631.2%
JPM vs IAG
+303.8%
+1,327.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.9% |
| 7D | +3.5% | -7.7% | +11.2% | +3.9% |
| 30D | +3.3% | +1.6% | +1.7% | +3.1% |
| 3M | -4.2% | -2.4% | -1.8% | -4.3% |
| 6M | +16.4% | -7.8% | +24.2% | +16.4% |
| YTD | +9.5% | +5.0% | +4.5% | +8.4% |
| 1Y | +14.0% | +25.7% | -11.7% | +11.9% |
| 3Y | +153.1% | +694.5% | -541.4% | +125.8% |
| 5Y | +134.9% | +421.7% | -286.8% | +109.3% |
| 10Y | +485.7% | +382.5% | +103.3% | +405.7% |
| All | +1,631.2% | +303.8% | +1,327.3% | +1,312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling