+590.9%
JPM vs IYR
+69.7%
+521.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.2% |
| 7D | -0.7% | -1.4% | +0.7% | +0.3% |
| 30D | -2.5% | -2.7% | +0.2% | -0.6% |
| 3M | +14.1% | -2.1% | +16.3% | +15.6% |
| 6M | +25.1% | +3.6% | +21.5% | +21.5% |
| YTD | +12.1% | +8.1% | +4.0% | +5.6% |
| 1Y | +18.8% | +4.7% | +14.1% | +14.4% |
| 3Y | +163.4% | +29.1% | +134.3% | +113.2% |
| 5Y | +156.5% | +6.9% | +149.6% | +136.9% |
| All | +590.9% | +69.7% | +521.1% | +381.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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