+127.3%
JPM vs IP
-12.5%
+139.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -3.1% |
| 7D | -1.8% | -5.0% | +3.2% | -0.4% |
| 30D | +1.8% | +6.5% | -4.7% | 0.0% |
| 3M | -5.6% | -18.0% | +12.4% | -0.7% |
| 6M | +10.1% | +10.3% | -0.2% | +5.6% |
| YTD | +6.7% | -9.9% | +16.6% | +7.5% |
| 1Y | +10.3% | -1.1% | +11.4% | +7.8% |
| 3Y | +151.4% | +13.0% | +138.4% | +120.9% |
| 5Y | +127.3% | -12.3% | +139.5% | +124.0% |
| All | +127.3% | -12.5% | +139.7% | +124.0% |
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