+152.5%
JPM vs IJH
+48.0%
+104.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.1% |
| 7D | -0.7% | -1.9% | +1.2% | +0.8% |
| 30D | -2.5% | -4.6% | +2.2% | +1.2% |
| 3M | +14.1% | -1.2% | +15.3% | +15.0% |
| 6M | +25.1% | +9.4% | +15.7% | +16.1% |
| YTD | +12.1% | +13.3% | -1.2% | +1.3% |
| 1Y | +18.8% | +13.4% | +5.4% | +7.1% |
| 3Y | +163.4% | +50.4% | +113.0% | +89.4% |
| All | +152.5% | +48.0% | +104.6% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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