+11.0%
JPM vs INIO
-58.1%
+69.1%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.6% | +7.6% | +0.3% |
| 7D | +1.2% | -24.8% | +26.0% | +1.8% |
| 30D | +2.7% | -30.4% | +33.1% | +3.7% |
| 3M | -4.5% | -49.2% | +44.8% | -1.4% |
| All | +11.0% | -58.1% | +69.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 6mo: compounded portfolio wealth divided by compounded INIO 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…
6mo analysis · Full analysis span regression · Available span rolling