+479.1%
JPM vs IP
+24.7%
+454.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +2.7% | +9.4% | -6.6% | -1.4% |
| 3M | -4.5% | -14.1% | +9.6% | +1.5% |
| 6M | +14.3% | +9.2% | +5.1% | +7.4% |
| YTD | +8.2% | -7.5% | +15.7% | +7.5% |
| 1Y | +10.0% | -2.8% | +12.8% | +6.5% |
| 3Y | +149.0% | +21.2% | +127.7% | +95.1% |
| 5Y | +131.0% | -11.5% | +142.5% | +113.3% |
| 10Y | +479.1% | +23.7% | +455.4% | +273.5% |
| All | +479.1% | +24.7% | +454.3% | +273.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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