+2,726.9%
JPM vs IEF
+129.4%
+2,597.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -1.0% |
| 7D | +0.3% | -0.3% | +0.6% | -0.2% |
| 30D | -0.2% | -0.8% | +0.6% | -1.5% |
| 3M | +15.9% | -1.0% | +16.9% | +13.9% |
| 6M | +20.9% | -2.8% | +23.7% | +15.0% |
| YTD | +12.9% | -1.5% | +14.4% | +9.8% |
| 1Y | +20.3% | -0.4% | +20.7% | +19.2% |
| 3Y | +160.9% | +9.7% | +151.3% | +205.2% |
| 5Y | +154.8% | -8.3% | +163.2% | +103.6% |
| 10Y | +591.1% | +4.6% | +586.5% | +670.7% |
| All | +2,726.9% | +129.4% | +2,597.5% | +19,094.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling