+421.0%
JPM vs IR
+274.4%
+146.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.4% | +1.3% |
| 7D | -0.4% | -1.9% | +1.5% | +0.4% |
| 30D | -1.4% | -15.0% | +13.6% | +5.9% |
| 3M | +13.9% | -0.4% | +14.4% | +13.2% |
| 6M | +23.5% | -15.0% | +38.6% | +31.4% |
| YTD | +11.6% | -7.1% | +18.7% | +13.4% |
| 1Y | +21.4% | -7.5% | +28.9% | +23.1% |
| 3Y | +163.4% | +6.3% | +157.1% | +142.5% |
| 5Y | +152.5% | +37.3% | +115.2% | +100.9% |
| All | +421.0% | +274.4% | +146.6% | +179.1% |
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