+1,163.0%
JNJ vs IVV
+746.5%
+416.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.4% | -0.2% | +1.0% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +7.9% | -3.3% | +11.2% | +9.6% |
| 3M | +9.4% | -2.4% | +11.7% | +10.5% |
| 6M | +28.8% | +2.6% | +26.2% | +26.7% |
| YTD | +38.5% | +11.3% | +27.2% | +30.5% |
| 1Y | +54.6% | +13.4% | +41.2% | +44.2% |
| 3Y | +108.4% | +80.3% | +28.1% | +50.4% |
| 5Y | +99.6% | +72.7% | +26.9% | +44.9% |
| 10Y | +207.8% | +309.6% | -101.9% | +38.6% |
| All | +1,163.0% | +746.5% | +416.4% | +211.9% |
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