+1,530.8%
JPM vs ITOT
+885.8%
+645.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +1.1% |
| 7D | -0.4% | -0.4% | -0.1% | +0.1% |
| 30D | -1.4% | -1.6% | +0.2% | +0.7% |
| 3M | +13.9% | +3.5% | +10.4% | +8.3% |
| 6M | +23.5% | +13.1% | +10.4% | +3.8% |
| YTD | +11.6% | +12.7% | -1.1% | -5.7% |
| 1Y | +21.4% | +18.3% | +3.1% | -4.2% |
| 3Y | +163.4% | +76.4% | +87.1% | +17.9% |
| 5Y | +152.5% | +73.8% | +78.8% | +11.4% |
| 10Y | +592.1% | +301.2% | +290.9% | -14.4% |
| All | +1,530.8% | +885.8% | +645.0% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling