+9.1%
JPM vs IWD
+28.5%
-19.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.3% |
| 7D | +1.6% | +1.7% | -0.1% | -0.4% |
| 30D | +3.4% | +3.2% | +0.2% | -0.2% |
| 3M | -5.7% | +2.3% | -8.0% | -8.0% |
| 6M | +13.5% | +12.9% | +0.6% | -2.1% |
| YTD | +8.4% | +26.2% | -17.8% | -20.4% |
| 1Y | +9.1% | +28.3% | -19.2% | -21.9% |
| All | +9.1% | +28.5% | -19.5% | -21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling