+154.6%
JPM vs IYR
+4.5%
+150.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -2.3% | -2.8% | +0.5% | -0.8% |
| 30D | -2.3% | -2.5% | +0.2% | -1.0% |
| 3M | +14.9% | -3.0% | +17.8% | +16.6% |
| 6M | +23.6% | +1.6% | +22.0% | +22.2% |
| YTD | +11.3% | +7.3% | +4.0% | +6.7% |
| 1Y | +19.9% | +5.6% | +14.3% | +15.9% |
| 3Y | +162.6% | +28.1% | +134.5% | +124.7% |
| 5Y | +154.6% | +6.1% | +148.5% | +147.9% |
| All | +154.6% | +4.5% | +150.1% | +147.9% |
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