+163.4%
JPM vs ITOT
+75.8%
+87.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | 0.0% |
| 7D | -0.7% | -0.9% | +0.2% | +0.1% |
| 30D | -2.5% | -1.5% | -1.0% | -1.2% |
| 3M | +14.1% | +3.6% | +10.6% | +10.4% |
| 6M | +25.1% | +13.7% | +11.4% | +10.8% |
| YTD | +12.1% | +12.9% | -0.8% | +0.1% |
| 1Y | +18.8% | +17.2% | +1.6% | +2.5% |
| 3Y | +163.4% | +75.6% | +87.8% | +68.2% |
| All | +163.4% | +75.8% | +87.6% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling