+166.6%
JPM vs IWD
+73.3%
+93.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.6% |
| 30D | -0.2% | +0.6% | -0.8% | -0.9% |
| 3M | +15.9% | +7.2% | +8.7% | +6.5% |
| 6M | +20.9% | +16.2% | +4.7% | +0.8% |
| YTD | +12.9% | +23.3% | -10.5% | -12.4% |
| 1Y | +20.3% | +29.6% | -9.3% | -12.0% |
| All | +166.6% | +73.3% | +93.3% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling