+590.9%
JPM vs IJR
+172.1%
+418.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.3% |
| 7D | -0.7% | -2.2% | +1.5% | +1.2% |
| 30D | -2.5% | -4.6% | +2.1% | +1.5% |
| 3M | +14.1% | +0.2% | +13.9% | +13.7% |
| 6M | +25.1% | +14.7% | +10.4% | +10.8% |
| YTD | +12.1% | +18.9% | -6.7% | -3.6% |
| 1Y | +18.8% | +19.9% | -1.1% | +0.9% |
| 3Y | +163.4% | +53.0% | +110.4% | +76.8% |
| 5Y | +156.5% | +40.9% | +115.7% | +82.2% |
| All | +590.9% | +172.1% | +418.8% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling