+506.0%
JPM vs IWD
+212.1%
+293.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | -0.3% |
| 7D | +0.4% | +1.3% | -0.8% | -1.0% |
| 30D | +2.7% | +3.6% | -0.8% | -1.7% |
| 3M | -3.8% | +2.3% | -6.2% | -6.5% |
| 6M | +14.3% | +13.0% | +1.3% | -2.3% |
| YTD | +8.2% | +26.2% | -18.0% | -19.5% |
| 1Y | +11.0% | +30.5% | -19.5% | -20.8% |
| 3Y | +152.7% | +86.2% | +66.4% | +15.0% |
| 5Y | +130.8% | +72.9% | +57.9% | +15.7% |
| 10Y | +506.0% | +205.0% | +300.9% | +38.5% |
| All | +506.0% | +212.1% | +293.9% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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