+506.0%
JPM vs IP
+31.6%
+474.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.0% |
| 7D | +0.4% | -3.0% | +3.5% | +1.8% |
| 30D | +2.7% | +10.6% | -7.9% | -1.9% |
| 3M | -3.8% | -13.6% | +9.7% | +1.9% |
| 6M | +14.3% | +10.4% | +3.9% | +6.8% |
| YTD | +8.2% | -6.5% | +14.7% | +7.0% |
| 1Y | +11.0% | -2.1% | +13.1% | +7.1% |
| 3Y | +152.7% | +22.0% | +130.7% | +97.5% |
| 5Y | +130.8% | -9.7% | +140.5% | +110.8% |
| 10Y | +506.0% | +26.8% | +479.2% | +278.4% |
| All | +506.0% | +31.6% | +474.4% | +278.4% |
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