+135.3%
JPM vs IYR
+6.0%
+129.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +0.6% | +2.9% | +3.2% |
| 30D | +3.3% | +6.6% | -3.3% | -0.3% |
| 3M | -4.2% | -1.8% | -2.4% | -3.2% |
| 6M | +16.4% | +1.4% | +15.0% | +15.2% |
| YTD | +9.5% | +10.5% | -1.0% | +3.3% |
| 1Y | +14.0% | +10.6% | +3.4% | +7.5% |
| 3Y | +153.1% | +41.8% | +111.3% | +104.3% |
| All | +135.3% | +6.0% | +129.3% | +125.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling