+1,516.1%
JPM vs IWD
+726.5%
+789.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | +0.1% |
| 7D | +0.3% | -0.3% | +0.6% | +0.7% |
| 30D | -0.2% | +0.6% | -0.8% | -1.1% |
| 3M | +15.9% | +7.2% | +8.7% | +4.1% |
| 6M | +20.9% | +16.2% | +4.7% | -3.6% |
| YTD | +12.9% | +23.3% | -10.5% | -17.7% |
| 1Y | +20.3% | +29.6% | -9.3% | -18.5% |
| 3Y | +160.9% | +70.5% | +90.5% | +17.0% |
| 5Y | +154.8% | +73.5% | +81.4% | +10.3% |
| 10Y | +591.1% | +198.3% | +392.8% | +31.0% |
| All | +1,516.1% | +726.5% | +789.6% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling