+1,498.4%
JPM vs IJR
+1,130.2%
+368.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +1.5% |
| 7D | -0.4% | -1.1% | +0.7% | +0.8% |
| 30D | -1.4% | -3.6% | +2.2% | +2.6% |
| 3M | +13.9% | +2.3% | +11.6% | +10.7% |
| 6M | +23.5% | +14.3% | +9.2% | +6.0% |
| YTD | +11.6% | +19.3% | -7.6% | -8.6% |
| 1Y | +21.4% | +22.6% | -1.2% | -4.2% |
| 3Y | +163.4% | +53.5% | +109.9% | +55.3% |
| 5Y | +152.5% | +39.9% | +112.6% | +59.5% |
| 10Y | +592.1% | +172.1% | +420.1% | +86.6% |
| All | +1,498.4% | +1,130.2% | +368.2% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling