+590.9%
JPM vs INDA
+84.7%
+506.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | -0.7% | -2.7% | +2.0% | +1.1% |
| 30D | -2.5% | -2.8% | +0.3% | -0.7% |
| 3M | +14.1% | +1.6% | +12.5% | +12.8% |
| 6M | +25.1% | -1.4% | +26.5% | +25.8% |
| YTD | +12.1% | -10.1% | +22.3% | +19.8% |
| 1Y | +18.8% | -8.8% | +27.6% | +25.5% |
| 3Y | +163.4% | +7.6% | +155.8% | +146.6% |
| 5Y | +156.5% | +5.8% | +150.8% | +142.3% |
| All | +590.9% | +84.7% | +506.1% | +347.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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