+192.5%
JNJ vs IVZ
+65.9%
+126.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | -3.5% | -2.4% | -1.1% | -3.2% |
| 30D | +2.3% | +3.0% | -0.7% | +1.9% |
| 3M | +12.0% | +14.9% | -2.9% | +9.6% |
| 6M | +10.5% | +36.7% | -26.3% | +5.2% |
| YTD | +30.4% | +25.7% | +4.7% | +25.3% |
| 1Y | +52.1% | +47.7% | +4.4% | +42.4% |
| 3Y | +77.8% | +138.8% | -61.0% | +51.3% |
| 5Y | +82.9% | +62.1% | +20.8% | +62.7% |
| All | +192.5% | +65.9% | +126.6% | +147.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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