+1,239.3%
JPM vs INDA
+121.8%
+1,117.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +3.5% | +1.1% | +2.4% | +2.8% |
| 30D | +3.3% | +9.4% | -6.1% | -2.0% |
| 3M | -4.2% | +2.9% | -7.1% | -5.9% |
| 6M | +16.4% | +7.2% | +9.2% | +11.5% |
| YTD | +9.5% | -4.8% | +14.3% | +12.3% |
| 1Y | +14.0% | -5.1% | +19.1% | +17.0% |
| 3Y | +153.1% | +16.7% | +136.4% | +128.3% |
| 5Y | +134.9% | +8.8% | +126.1% | +120.6% |
| 10Y | +485.7% | +116.2% | +369.5% | +266.4% |
| All | +1,239.3% | +121.8% | +1,117.5% | +722.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling