+459.5%
JPM vs IWD
+202.4%
+257.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.4% |
| 7D | +1.6% | +1.7% | -0.1% | -0.5% |
| 30D | +3.4% | +3.2% | +0.2% | -0.5% |
| 3M | -5.7% | +2.3% | -8.0% | -8.3% |
| 6M | +13.5% | +12.9% | +0.6% | -2.8% |
| YTD | +8.4% | +26.2% | -17.8% | -19.3% |
| 1Y | +9.1% | +28.3% | -19.2% | -20.4% |
| 3Y | +149.5% | +84.4% | +65.1% | +15.2% |
| 5Y | +132.6% | +73.0% | +59.6% | +16.6% |
| All | +459.5% | +202.4% | +257.1% | +37.9% |
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