+1,630.8%
JPM vs IGV
+970.9%
+660.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.6% |
| 7D | +0.3% | -4.5% | +4.8% | +3.4% |
| 30D | -0.2% | +3.2% | -3.4% | -3.2% |
| 3M | +15.9% | +4.5% | +11.4% | +10.4% |
| 6M | +20.9% | +22.1% | -1.2% | +0.9% |
| YTD | +12.9% | -1.0% | +13.9% | +8.8% |
| 1Y | +20.3% | -2.1% | +22.4% | +16.2% |
| 3Y | +160.9% | +44.6% | +116.4% | +81.8% |
| 5Y | +154.8% | +22.2% | +132.7% | +89.3% |
| 10Y | +591.1% | +364.7% | +226.4% | +47.6% |
| All | +1,630.8% | +970.9% | +660.0% | +35.2% |
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