+3,714.2%
JPM vs IRM
+9,964.6%
-6,250.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.5% |
| 7D | +0.3% | -0.5% | +0.7% | +0.4% |
| 30D | -0.2% | -8.1% | +7.9% | +2.7% |
| 3M | +15.9% | -9.7% | +25.5% | +19.6% |
| 6M | +20.9% | +10.0% | +11.0% | +15.8% |
| YTD | +12.9% | +43.0% | -30.1% | -2.2% |
| 1Y | +20.3% | +32.7% | -12.4% | +6.4% |
| 3Y | +160.9% | +102.7% | +58.2% | +91.5% |
| 5Y | +154.8% | +187.6% | -32.7% | +60.5% |
| 10Y | +591.1% | +420.1% | +171.0% | +232.8% |
| All | +3,714.2% | +9,964.6% | -6,250.4% | +853.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling