+131.9%
JPM vs IRM
+186.8%
-54.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -2.5% | -5.3% | +2.8% | -1.2% |
| 30D | +2.7% | -2.3% | +5.0% | +3.2% |
| 3M | -4.7% | -7.4% | +2.7% | -3.1% |
| 6M | +15.6% | -12.2% | +27.8% | +18.9% |
| YTD | +8.6% | +38.6% | -30.0% | -2.2% |
| 1Y | +10.9% | +14.9% | -4.0% | +5.2% |
| 3Y | +149.9% | +108.2% | +41.7% | +85.4% |
| 5Y | +131.9% | +183.8% | -51.9% | +53.4% |
| All | +131.9% | +186.8% | -54.9% | +53.4% |
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