+465.0%
JPM vs IT
+90.0%
+375.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | +3.5% | +1.1% | +2.4% | +3.2% |
| 30D | +3.3% | -1.8% | +5.1% | +3.1% |
| 3M | -4.2% | +4.8% | -9.0% | -6.9% |
| 6M | +16.4% | +33.0% | -16.6% | +2.1% |
| YTD | +9.5% | -23.8% | +33.3% | +14.6% |
| 1Y | +14.0% | -16.5% | +30.5% | +15.0% |
| 3Y | +153.1% | -53.6% | +206.7% | +211.3% |
| 5Y | +134.9% | -42.1% | +177.0% | +152.5% |
| All | +465.0% | +90.0% | +375.0% | +223.0% |
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