+6,011.4%
JPM vs IT
+6,105.9%
-94.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | +0.3% |
| 7D | +0.3% | -6.0% | +6.3% | +1.9% |
| 30D | -0.2% | 0.0% | -0.2% | -0.5% |
| 3M | +15.9% | +13.1% | +2.8% | +9.7% |
| 6M | +20.9% | +11.7% | +9.3% | +13.6% |
| YTD | +12.9% | -26.1% | +39.0% | +17.6% |
| 1Y | +20.3% | -21.3% | +41.6% | +22.2% |
| 3Y | +160.9% | -46.7% | +207.7% | +189.1% |
| 5Y | +154.8% | -40.5% | +195.3% | +168.7% |
| 10Y | +591.1% | +103.9% | +487.2% | +401.7% |
| All | +6,011.4% | +6,105.9% | -94.5% | +2,138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling