+1,414.8%
JPM vs IWD
+728.9%
+685.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.3% |
| 7D | -0.8% | -0.5% | -0.3% | 0.0% |
| 30D | +1.5% | +2.7% | -1.2% | -2.3% |
| 3M | -5.7% | +0.9% | -6.5% | -6.8% |
| 6M | +7.2% | +10.5% | -3.3% | -7.9% |
| YTD | +5.8% | +23.7% | -17.9% | -23.1% |
| 1Y | +8.8% | +28.7% | -20.0% | -25.5% |
| 3Y | +147.4% | +79.7% | +67.7% | +2.6% |
| 5Y | +125.3% | +69.7% | +55.6% | +0.9% |
| 10Y | +540.5% | +211.4% | +329.1% | +13.7% |
| All | +1,414.8% | +728.9% | +685.9% | -32.4% |
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 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