+10,568.9%
JPM vs IP
+327.4%
+10,241.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.0% | -0.2% | -2.3% |
| 7D | -1.8% | -5.0% | +3.2% | +0.6% |
| 30D | +1.8% | +6.5% | -4.7% | -1.4% |
| 3M | -5.6% | -18.0% | +12.4% | +2.8% |
| 6M | +10.1% | +10.3% | -0.2% | +2.5% |
| YTD | +6.7% | -9.9% | +16.6% | +7.2% |
| 1Y | +10.3% | -1.1% | +11.4% | +5.6% |
| 3Y | +151.4% | +13.0% | +138.4% | +110.5% |
| 5Y | +127.3% | -12.3% | +139.5% | +111.6% |
| 10Y | +546.0% | +26.8% | +519.2% | +382.7% |
| All | +10,568.9% | +327.4% | +10,241.6% | +3,383.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling