+161.4%
JPM vs IBN
+25.1%
+136.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.3% | -5.5% | +3.1% | -0.9% |
| 30D | -2.3% | -3.4% | +1.1% | -1.4% |
| 3M | +14.9% | +8.7% | +6.2% | +12.3% |
| 6M | +23.6% | +3.7% | +19.9% | +21.9% |
| YTD | +11.3% | -2.4% | +13.7% | +11.3% |
| 1Y | +19.9% | -8.1% | +28.0% | +21.3% |
| All | +161.4% | +25.1% | +136.3% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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