+152.5%
JPM vs IT
-45.7%
+198.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | -0.4% | -9.1% | +8.7% | +1.1% |
| 30D | -1.4% | -12.2% | +10.7% | +0.5% |
| 3M | +13.9% | +7.8% | +6.1% | +11.3% |
| 6M | +23.5% | +2.0% | +21.5% | +21.2% |
| YTD | +11.6% | -32.7% | +44.4% | +19.9% |
| 1Y | +21.4% | -31.1% | +52.5% | +28.7% |
| 3Y | +163.4% | -52.1% | +215.5% | +205.8% |
| 5Y | +152.5% | -46.3% | +198.8% | +170.9% |
| All | +152.5% | -45.7% | +198.2% | +170.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling