+459.5%
JPM vs IP
+19.1%
+440.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.7% |
| 7D | +1.6% | -0.9% | +2.5% | +2.0% |
| 30D | +3.4% | +6.7% | -3.3% | +0.3% |
| 3M | -5.7% | -16.6% | +10.9% | +1.5% |
| 6M | +13.5% | +6.0% | +7.5% | +8.0% |
| YTD | +8.4% | -10.7% | +19.1% | +9.4% |
| 1Y | +9.1% | -6.7% | +15.7% | +7.5% |
| 3Y | +149.5% | +17.1% | +132.4% | +98.5% |
| 5Y | +132.6% | -14.6% | +147.1% | +118.1% |
| All | +459.5% | +19.1% | +440.4% | +285.9% |
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