+153.1%
JPM vs IBB
+86.1%
+67.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.5% | -0.5% | +4.0% | +3.7% |
| 30D | +3.3% | +4.6% | -1.3% | +1.6% |
| 3M | -4.2% | +6.8% | -11.0% | -7.0% |
| 6M | +16.4% | +23.1% | -6.7% | +6.3% |
| YTD | +9.5% | +26.0% | -16.5% | -1.4% |
| 1Y | +14.0% | +30.4% | -16.4% | +1.2% |
| 3Y | +153.1% | +85.4% | +67.6% | +97.3% |
| All | +153.1% | +86.1% | +67.0% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 3y: compounded portfolio wealth divided by compounded IBB 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…
3y analysis · Full analysis span regression · 6 months rolling