+404.9%
JPM vs IR
+336.9%
+68.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.5% |
| 7D | +1.2% | +1.5% | -0.3% | +0.5% |
| 30D | +2.7% | +9.0% | -6.3% | -1.4% |
| 3M | -4.5% | -0.9% | -3.6% | -4.6% |
| 6M | +14.3% | +13.4% | +0.9% | +6.7% |
| YTD | +8.2% | +8.5% | -0.3% | +2.1% |
| 1Y | +10.0% | +11.3% | -1.2% | +2.6% |
| 3Y | +149.0% | +26.0% | +123.0% | +111.9% |
| 5Y | +131.0% | +47.9% | +83.2% | +77.7% |
| All | +404.9% | +336.9% | +68.1% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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