+583.6%
JPM vs IWD
+195.2%
+388.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | -1.1% | -0.8% | -0.3% | -0.1% |
| 3M | +14.1% | +8.0% | +6.1% | +3.3% |
| 6M | +23.3% | +18.2% | +5.1% | -0.5% |
| YTD | +11.3% | +22.3% | -11.1% | -13.9% |
| 1Y | +23.0% | +28.9% | -5.9% | -11.0% |
| 3Y | +162.6% | +71.5% | +91.0% | +32.8% |
| 5Y | +152.8% | +73.6% | +79.2% | +26.0% |
| 10Y | +583.6% | +194.7% | +388.9% | +77.0% |
| All | +583.6% | +195.2% | +388.5% | +77.0% |
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