+163.4%
JPM vs IEFA
+65.7%
+97.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -0.7% | -1.6% | +0.9% | +0.4% |
| 30D | -2.5% | -1.5% | -1.0% | -1.5% |
| 3M | +14.1% | +3.4% | +10.7% | +11.5% |
| 6M | +25.1% | +9.5% | +15.6% | +17.1% |
| YTD | +12.1% | +13.0% | -0.9% | +2.5% |
| 1Y | +18.8% | +18.0% | +0.8% | +5.5% |
| 3Y | +163.4% | +65.4% | +98.1% | +86.8% |
| All | +163.4% | +65.7% | +97.7% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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