+521.1%
JPM vs IP
+26.3%
+494.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -1.2% |
| 7D | -0.8% | -5.1% | +4.3% | +1.5% |
| 30D | +1.5% | +8.5% | -7.0% | -2.3% |
| 3M | -5.7% | -13.8% | +8.2% | +0.1% |
| 6M | +7.2% | +5.7% | +1.5% | +2.2% |
| YTD | +5.8% | -9.1% | +14.9% | +5.9% |
| 1Y | +8.8% | -0.8% | +9.6% | +4.1% |
| 3Y | +147.4% | +14.8% | +132.6% | +99.5% |
| 5Y | +125.3% | -11.5% | +136.9% | +107.3% |
| All | +521.1% | +26.3% | +494.8% | +256.3% |
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