+11,026.4%
JPM vs IFF
+830.6%
+10,195.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.3% | -2.8% | +0.4% | -1.0% |
| 30D | -2.3% | -1.1% | -1.2% | -1.9% |
| 3M | +14.9% | +13.8% | +1.1% | +6.7% |
| 6M | +23.6% | +16.7% | +7.0% | +11.4% |
| YTD | +11.3% | +26.1% | -14.8% | -4.3% |
| 1Y | +19.9% | +33.5% | -13.6% | -0.6% |
| 3Y | +162.6% | +31.6% | +131.0% | +109.0% |
| 5Y | +154.6% | -34.9% | +189.5% | +178.0% |
| 10Y | +589.9% | -20.3% | +610.2% | +524.3% |
| All | +11,026.4% | +830.6% | +10,195.8% | +2,146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling