+1,497.2%
JPM vs IYR
+699.9%
+797.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.4% | -0.4% | 0.0% | -0.1% |
| 30D | -1.1% | -2.5% | +1.4% | +1.1% |
| 3M | +14.1% | +1.5% | +12.7% | +12.2% |
| 6M | +23.3% | +3.9% | +19.4% | +18.6% |
| YTD | +11.3% | +9.5% | +1.7% | +2.0% |
| 1Y | +23.0% | +7.5% | +15.5% | +14.6% |
| 3Y | +162.6% | +30.8% | +131.8% | +99.5% |
| 5Y | +152.8% | +4.8% | +148.0% | +128.6% |
| 10Y | +583.6% | +64.3% | +519.3% | +294.7% |
| All | +1,497.2% | +699.9% | +797.4% | +55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling