+1,449.2%
JPM vs IWD
+745.6%
+703.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.0% | +0.3% | -0.7% |
| 7D | +0.4% | +1.3% | -0.8% | -1.3% |
| 30D | +2.7% | +3.6% | -0.8% | -2.4% |
| 3M | -3.8% | +2.3% | -6.2% | -7.1% |
| 6M | +14.3% | +13.0% | +1.3% | -5.0% |
| YTD | +8.2% | +26.2% | -18.0% | -23.7% |
| 1Y | +11.0% | +30.5% | -19.5% | -25.5% |
| 3Y | +152.7% | +86.2% | +66.4% | -0.6% |
| 5Y | +130.8% | +72.9% | +57.9% | +0.5% |
| 10Y | +506.0% | +205.0% | +300.9% | +11.3% |
| All | +1,449.2% | +745.6% | +703.6% | -32.9% |
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 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