+152.8%
JPM vs IR
+46.5%
+106.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 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