+1,579.1%
JPM vs IGV
+936.2%
+642.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.2% |
| 7D | +3.5% | +2.3% | +1.2% | +1.8% |
| 30D | +3.3% | -6.0% | +9.3% | +7.3% |
| 3M | -4.2% | -4.8% | +0.6% | -2.4% |
| 6M | +16.4% | +14.2% | +2.2% | +2.2% |
| YTD | +9.5% | -4.2% | +13.7% | +7.0% |
| 1Y | +14.0% | -5.3% | +19.3% | +12.0% |
| 3Y | +153.1% | +38.8% | +114.3% | +80.4% |
| 5Y | +134.9% | +14.2% | +120.7% | +82.6% |
| 10Y | +485.7% | +357.6% | +128.2% | +25.1% |
| All | +1,579.1% | +936.2% | +642.8% | +32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling