+135.3%
JPM vs IP
-13.5%
+148.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | +3.5% | -0.3% | +3.8% | +3.6% |
| 30D | +3.3% | +7.9% | -4.7% | +1.0% |
| 3M | -4.2% | -15.3% | +11.1% | 0.0% |
| 6M | +16.4% | +10.5% | +5.9% | +11.6% |
| YTD | +9.5% | -9.4% | +18.9% | +10.2% |
| 1Y | +14.0% | -4.6% | +18.6% | +12.8% |
| 3Y | +153.1% | +21.2% | +131.8% | +115.3% |
| All | +135.3% | -13.5% | +148.8% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling