+585.7%
JPM vs IGV
+363.9%
+221.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -2.3% | -5.4% | +3.0% | 0.0% |
| 30D | -2.3% | -2.6% | +0.3% | -1.6% |
| 3M | +14.9% | +10.5% | +4.4% | +9.1% |
| 6M | +23.6% | +18.2% | +5.5% | +12.6% |
| YTD | +11.3% | -4.2% | +15.5% | +11.2% |
| 1Y | +19.9% | -9.8% | +29.7% | +23.0% |
| 3Y | +162.6% | +39.1% | +123.5% | +115.9% |
| 5Y | +154.6% | +21.2% | +133.4% | +117.9% |
| All | +585.7% | +363.9% | +221.8% | +186.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling