+1,493.2%
JPM vs IJH
+1,045.0%
+448.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.8% |
| 7D | -2.3% | -2.5% | +0.1% | +0.6% |
| 30D | -2.3% | -5.0% | +2.7% | +3.7% |
| 3M | +14.9% | +0.5% | +14.3% | +13.8% |
| 6M | +23.6% | +8.2% | +15.4% | +11.8% |
| YTD | +11.3% | +12.4% | -1.2% | -3.9% |
| 1Y | +19.9% | +14.4% | +5.5% | +1.0% |
| 3Y | +162.6% | +49.5% | +113.1% | +55.6% |
| 5Y | +154.6% | +47.8% | +106.8% | +47.5% |
| 10Y | +589.9% | +180.4% | +409.5% | +69.5% |
| All | +1,493.2% | +1,045.0% | +448.2% | -36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling