+135.3%
JPM vs IBN
+73.5%
+61.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +3.5% | +1.9% | +1.6% | +2.8% |
| 30D | +3.3% | +22.1% | -18.9% | -4.7% |
| 3M | -4.2% | +17.1% | -21.3% | -10.2% |
| 6M | +16.4% | +35.5% | -19.2% | +2.7% |
| YTD | +9.5% | +16.8% | -7.3% | +2.2% |
| 1Y | +14.0% | +12.4% | +1.6% | +8.1% |
| 3Y | +153.1% | +58.0% | +95.0% | +99.1% |
| All | +135.3% | +73.5% | +61.8% | +69.6% |
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