+10.9%
JPM vs IRE
-97.4%
+108.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.1% | -11.7% | +0.3% |
| 7D | -2.5% | -15.1% | +12.7% | -2.4% |
| 30D | +2.7% | -71.4% | +74.1% | +3.8% |
| 3M | -4.7% | -81.2% | +76.5% | -3.5% |
| 6M | +15.6% | -93.7% | +109.3% | +17.3% |
| YTD | +8.6% | -92.2% | +100.8% | +7.0% |
| 1Y | +10.9% | -97.3% | +108.2% | +11.2% |
| All | +10.9% | -97.4% | +108.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling