+3,331.1%
JNJ vs IVZ
+1,117.8%
+2,213.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.3% |
| 7D | +2.7% | +0.6% | +2.0% | +2.6% |
| 30D | +7.4% | +4.0% | +3.4% | +6.8% |
| 3M | +21.2% | +18.2% | +3.0% | +18.1% |
| 6M | +13.4% | +32.8% | -19.4% | +8.5% |
| YTD | +35.1% | +28.7% | +6.4% | +29.5% |
| 1Y | +57.4% | +55.4% | +2.1% | +46.7% |
| 3Y | +86.8% | +135.2% | -48.4% | +61.3% |
| 5Y | +80.8% | +64.2% | +16.6% | +61.1% |
| 10Y | +202.7% | +64.6% | +138.1% | +155.1% |
| All | +3,331.1% | +1,117.8% | +2,213.3% | +1,897.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling