+1,606.1%
JPM vs IGV
+951.3%
+654.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.1% |
| 7D | -0.4% | -3.3% | +2.9% | +1.9% |
| 30D | -1.1% | 0.0% | -1.1% | -1.8% |
| 3M | +14.1% | +7.3% | +6.8% | +6.8% |
| 6M | +23.3% | +16.7% | +6.6% | +6.3% |
| YTD | +11.3% | -2.8% | +14.1% | +8.6% |
| 1Y | +23.0% | -6.7% | +29.7% | +23.1% |
| 3Y | +162.6% | +41.1% | +121.4% | +86.1% |
| 5Y | +152.8% | +22.0% | +130.8% | +87.6% |
| 10Y | +583.6% | +357.9% | +225.7% | +47.4% |
| All | +1,606.1% | +951.3% | +654.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IGV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling