+18.8%
JPM vs ITW
+4.8%
+14.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | -2.5% | -8.3% | +5.9% | +0.6% |
| 3M | +14.1% | +6.0% | +8.1% | +10.9% |
| 6M | +25.1% | 0.0% | +25.1% | +23.8% |
| YTD | +12.1% | +10.2% | +1.9% | +7.8% |
| 1Y | +18.8% | +3.2% | +15.6% | +15.2% |
| All | +18.8% | +4.8% | +14.0% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling