+585.7%
JPM vs IT
+92.9%
+492.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.5% |
| 7D | -2.3% | -12.7% | +10.4% | +1.6% |
| 30D | -2.3% | -8.9% | +6.5% | 0.0% |
| 3M | +14.9% | +10.1% | +4.7% | +8.8% |
| 6M | +23.6% | +7.3% | +16.4% | +16.5% |
| YTD | +11.3% | -32.4% | +43.7% | +22.0% |
| 1Y | +19.9% | -26.6% | +46.5% | +26.1% |
| 3Y | +162.6% | -51.8% | +214.4% | +213.1% |
| 5Y | +154.6% | -45.6% | +200.2% | +177.6% |
| All | +585.7% | +92.9% | +492.7% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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