+11,062.6%
JPM vs ITW
+9,371.1%
+1,691.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +1.5% |
| 7D | -0.4% | -1.9% | +1.5% | +0.8% |
| 30D | -1.4% | -10.4% | +9.0% | +5.8% |
| 3M | +13.9% | +3.5% | +10.4% | +10.8% |
| 6M | +23.5% | -3.4% | +26.9% | +25.4% |
| YTD | +11.6% | +8.5% | +3.1% | +4.7% |
| 1Y | +21.4% | +3.2% | +18.1% | +17.2% |
| 3Y | +163.4% | +18.9% | +144.6% | +129.8% |
| 5Y | +152.5% | +35.0% | +117.5% | +99.6% |
| 10Y | +592.1% | +188.6% | +403.5% | +231.3% |
| All | +11,062.6% | +9,371.1% | +1,691.5% | +978.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling