+14.8%
JPM vs IRE
-97.2%
+112.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +39.6% | -40.4% | -1.3% |
| 7D | -0.8% | -27.2% | +26.4% | -0.6% |
| 30D | +1.5% | -75.1% | +76.6% | +2.8% |
| 3M | -5.7% | -77.9% | +72.2% | -4.6% |
| 6M | +7.2% | -94.6% | +101.8% | +9.4% |
| YTD | +5.8% | -91.5% | +97.3% | +4.7% |
| 1Y | +8.8% | -97.8% | +106.6% | +11.0% |
| All | +14.8% | -97.2% | +112.0% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling