+411.0%
JPM vs IR
+332.9%
+78.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +3.5% | +2.5% | +1.0% | +2.3% |
| 30D | +3.3% | +9.2% | -5.9% | -1.0% |
| 3M | -4.2% | +0.9% | -5.1% | -5.1% |
| 6M | +16.4% | +19.2% | -2.8% | +6.2% |
| YTD | +9.5% | +7.5% | +2.0% | +3.8% |
| 1Y | +14.0% | +11.7% | +2.3% | +6.0% |
| 3Y | +153.1% | +23.9% | +129.2% | +117.1% |
| 5Y | +134.9% | +46.4% | +88.5% | +81.5% |
| All | +411.0% | +332.9% | +78.1% | +155.4% |
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