+1,132.2%
JNJ vs IVV
+764.0%
+368.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | +7.4% | +0.1% | +7.3% | +7.3% |
| 3M | +21.2% | +2.0% | +19.2% | +19.7% |
| 6M | +13.4% | +13.0% | +0.4% | +6.3% |
| YTD | +35.1% | +13.6% | +21.5% | +26.2% |
| 1Y | +57.4% | +20.1% | +37.4% | +42.7% |
| 3Y | +86.8% | +77.6% | +9.2% | +36.1% |
| 5Y | +80.8% | +82.5% | -1.7% | +27.6% |
| 10Y | +202.7% | +316.5% | -113.8% | +35.4% |
| All | +1,132.2% | +764.0% | +368.1% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling