+1,516.1%
JPM vs IWF
+727.1%
+789.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | +0.5% | -0.3% | -0.3% |
| 30D | -0.2% | -0.4% | +0.2% | +0.1% |
| 3M | +15.9% | -2.6% | +18.5% | +18.0% |
| 6M | +20.9% | +9.1% | +11.8% | +8.1% |
| YTD | +12.9% | +4.5% | +8.4% | +5.8% |
| 1Y | +20.3% | +10.1% | +10.2% | +5.9% |
| 3Y | +160.9% | +77.6% | +83.3% | +28.4% |
| 5Y | +154.8% | +73.7% | +81.1% | +21.1% |
| 10Y | +591.1% | +411.5% | +179.6% | -22.7% |
| All | +1,516.1% | +727.1% | +789.1% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling