+153.1%
JPM vs IGV
+39.5%
+113.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.1% |
| 7D | +3.5% | +2.3% | +1.2% | +2.8% |
| 30D | +3.3% | -6.0% | +9.3% | +4.9% |
| 3M | -4.2% | -4.8% | +0.6% | -3.3% |
| 6M | +16.4% | +14.2% | +2.2% | +9.7% |
| YTD | +9.5% | -4.2% | +13.7% | +10.7% |
| 1Y | +14.0% | -5.3% | +19.3% | +15.6% |
| 3Y | +153.1% | +38.8% | +114.3% | +124.1% |
| All | +153.1% | +39.5% | +113.6% | +124.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling