+465.0%
JPM vs IRM
+520.0%
-55.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.5% | +6.8% | -3.3% | +1.1% |
| 30D | +3.3% | +2.6% | +0.6% | +2.1% |
| 3M | -4.2% | -9.5% | +5.3% | -1.3% |
| 6M | +16.4% | -8.5% | +24.9% | +19.0% |
| YTD | +9.5% | +40.3% | -30.8% | -4.9% |
| 1Y | +14.0% | +28.7% | -14.7% | +2.0% |
| 3Y | +153.1% | +111.8% | +41.2% | +77.3% |
| 5Y | +134.9% | +189.1% | -54.2% | +40.7% |
| All | +465.0% | +520.0% | -55.0% | +146.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling