+196.5%
JNJ vs IVV
+314.9%
-118.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -3.0% | -0.4% | -2.6% | -2.8% |
| 30D | +2.5% | -1.4% | +3.9% | +3.1% |
| 3M | +13.2% | +3.7% | +9.5% | +11.2% |
| 6M | +11.3% | +13.0% | -1.8% | +4.8% |
| YTD | +31.1% | +12.4% | +18.7% | +23.7% |
| 1Y | +54.3% | +18.6% | +35.7% | +41.8% |
| 3Y | +81.1% | +78.1% | +3.1% | +32.6% |
| 5Y | +82.7% | +82.3% | +0.5% | +29.8% |
| 10Y | +196.5% | +322.1% | -125.6% | +17.6% |
| All | +196.5% | +314.9% | -118.4% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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