+163.4%
JPM vs IFF
+29.0%
+134.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -0.7% | -3.2% | +2.5% | -0.3% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | +14.1% | +8.4% | +5.7% | +12.8% |
| 6M | +25.1% | +23.0% | +2.1% | +21.1% |
| YTD | +12.1% | +25.5% | -13.3% | +7.7% |
| 1Y | +18.8% | +29.1% | -10.2% | +13.6% |
| 3Y | +163.4% | +31.7% | +131.8% | +139.0% |
| All | +163.4% | +29.0% | +134.4% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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