+152.5%
JPM vs IBN
+54.0%
+98.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.0% |
| 7D | -0.4% | -5.1% | +4.7% | +1.6% |
| 30D | -1.4% | -3.5% | +2.1% | -0.1% |
| 3M | +13.9% | +11.3% | +2.6% | +9.2% |
| 6M | +23.5% | +4.4% | +19.1% | +21.1% |
| YTD | +11.6% | -1.8% | +13.4% | +11.8% |
| 1Y | +21.4% | -8.0% | +29.3% | +24.2% |
| 3Y | +163.4% | +27.1% | +136.4% | +130.7% |
| 5Y | +152.5% | +54.5% | +98.0% | +98.0% |
| All | +152.5% | +54.0% | +98.5% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling