+161.4%
JPM vs ITW
+18.9%
+142.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -2.3% | -2.4% | 0.0% | -1.1% |
| 30D | -2.3% | -9.5% | +7.2% | +3.0% |
| 3M | +14.9% | +6.6% | +8.2% | +10.1% |
| 6M | +23.6% | -1.8% | +25.4% | +23.9% |
| YTD | +11.3% | +9.0% | +2.3% | +4.6% |
| 1Y | +19.9% | +3.6% | +16.3% | +16.0% |
| All | +161.4% | +18.9% | +142.5% | +133.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling