+590.9%
JPM vs ITW
+194.8%
+396.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | 0.0% |
| 7D | -0.7% | -0.7% | +0.1% | -0.2% |
| 30D | -2.5% | -8.3% | +5.9% | +3.5% |
| 3M | +14.1% | +6.0% | +8.1% | +8.9% |
| 6M | +25.1% | 0.0% | +25.1% | +24.1% |
| YTD | +12.1% | +10.2% | +1.9% | +3.3% |
| 1Y | +18.8% | +3.2% | +15.6% | +14.3% |
| 3Y | +163.4% | +21.0% | +142.4% | +123.0% |
| 5Y | +156.5% | +37.9% | +118.6% | +92.2% |
| All | +590.9% | +194.8% | +396.0% | +213.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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