+426.8%
JPM vs IR
+288.5%
+138.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.5% |
| 7D | +0.3% | -2.8% | +3.1% | +1.5% |
| 30D | -0.2% | -15.1% | +15.0% | +7.3% |
| 3M | +15.9% | +6.1% | +9.8% | +11.9% |
| 6M | +20.9% | -16.8% | +37.8% | +29.9% |
| YTD | +12.9% | -3.5% | +16.4% | +12.8% |
| 1Y | +20.3% | -3.5% | +23.8% | +19.6% |
| 3Y | +160.9% | +9.5% | +151.5% | +137.0% |
| 5Y | +154.8% | +45.1% | +109.8% | +97.7% |
| All | +426.8% | +288.5% | +138.3% | +177.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling