+1,256.6%
JPM vs IBB
+584.7%
+671.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +0.5% |
| 7D | +0.4% | +2.7% | -2.3% | -1.3% |
| 30D | +2.7% | +6.3% | -3.6% | -1.5% |
| 3M | -3.8% | +11.1% | -14.9% | -11.0% |
| 6M | +14.3% | +29.2% | -14.9% | -4.6% |
| YTD | +8.2% | +30.2% | -22.0% | -10.7% |
| 1Y | +11.0% | +39.5% | -28.5% | -12.5% |
| 3Y | +152.7% | +92.3% | +60.3% | +57.5% |
| 5Y | +130.8% | +43.0% | +87.8% | +71.3% |
| 10Y | +506.0% | +137.1% | +368.9% | +195.6% |
| All | +1,256.6% | +584.7% | +671.9% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling