+152.5%
JPM vs IEF
-9.5%
+162.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.7% |
| 7D | -0.7% | -1.3% | +0.7% | -1.1% |
| 30D | -2.5% | -1.7% | -0.7% | -3.0% |
| 3M | +14.1% | -2.5% | +16.7% | +13.3% |
| 6M | +25.1% | -3.3% | +28.3% | +23.8% |
| YTD | +12.1% | -2.8% | +14.9% | +11.1% |
| 1Y | +18.8% | -2.7% | +21.5% | +17.8% |
| 3Y | +163.4% | +8.9% | +154.5% | +169.0% |
| All | +152.5% | -9.5% | +162.0% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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