+591.6%
JPM vs IP
+23.2%
+568.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.9% |
| 7D | +0.3% | -5.3% | +5.6% | +2.6% |
| 30D | -0.2% | -10.9% | +10.7% | +4.7% |
| 3M | +15.9% | +11.2% | +4.7% | +8.8% |
| 6M | +20.9% | -10.2% | +31.2% | +23.8% |
| YTD | +12.9% | -2.0% | +14.9% | +9.8% |
| 1Y | +20.3% | -19.1% | +39.4% | +26.9% |
| 3Y | +160.9% | +20.9% | +140.1% | +107.3% |
| 5Y | +154.8% | -17.8% | +172.6% | +149.4% |
| All | +591.6% | +23.2% | +568.4% | +362.7% |
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