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  • JPM vs IR✓SelectedUSD · IRJPM vs IR performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs IR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+152.8%
IR return
+46.5%
Excess return
+106.2%
Maximum drawdown
-38.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioIRExcessAlpha
1D-1.4%-1.6%+0.2%-0.7%
7D-0.4%+0.6%-1.0%-0.7%
30D-1.1%-13.6%+12.5%+5.1%
3M+14.1%+3.7%+10.5%+11.5%
6M+23.3%-13.1%+36.3%+29.5%
YTD+11.3%-5.1%+16.4%+11.9%
1Y+23.0%-6.5%+29.5%+24.0%
3Y+162.6%+8.5%+154.0%+137.1%
5Y+152.8%+43.3%+109.5%+88.7%
All+152.8%+46.5%+106.2%+88.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling