+152.5%
JPM vs IRM
+190.5%
-38.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +0.5% |
| 7D | -0.4% | +3.0% | -3.4% | -1.2% |
| 30D | -1.4% | -5.2% | +3.8% | -0.1% |
| 3M | +13.9% | -8.0% | +22.0% | +16.2% |
| 6M | +23.5% | +9.2% | +14.4% | +19.8% |
| YTD | +11.6% | +41.0% | -29.3% | +0.3% |
| 1Y | +21.4% | +23.3% | -1.9% | +12.8% |
| 3Y | +163.4% | +102.8% | +60.6% | +98.0% |
| 5Y | +152.5% | +192.8% | -40.3% | +73.2% |
| All | +152.5% | +190.5% | -38.0% | +73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling