+590.9%
JPM vs IWF
+422.7%
+168.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -0.7% | -0.9% | +0.3% | 0.0% |
| 30D | -2.5% | -1.7% | -0.7% | -1.3% |
| 3M | +14.1% | +0.7% | +13.5% | +13.0% |
| 6M | +25.1% | +8.6% | +16.5% | +16.8% |
| YTD | +12.1% | +3.5% | +8.6% | +8.4% |
| 1Y | +18.8% | +7.0% | +11.8% | +11.8% |
| 3Y | +163.4% | +76.3% | +87.1% | +67.0% |
| 5Y | +156.5% | +74.8% | +81.8% | +60.3% |
| All | +590.9% | +422.7% | +168.1% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 10y: compounded portfolio wealth divided by compounded IWF 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…
10y analysis · Full analysis span regression · 6 months rolling