+506.0%
JPM vs IVV
+317.7%
+188.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.2% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | +2.7% | -3.3% | +6.0% | +6.4% |
| 3M | -3.8% | -2.4% | -1.5% | -1.5% |
| 6M | +14.3% | +2.6% | +11.7% | +10.7% |
| YTD | +8.2% | +11.3% | -3.1% | -3.9% |
| 1Y | +11.0% | +13.4% | -2.5% | -3.4% |
| 3Y | +152.7% | +80.3% | +72.4% | +32.5% |
| 5Y | +130.8% | +72.7% | +58.1% | +25.9% |
| 10Y | +506.0% | +309.6% | +196.3% | +21.6% |
| All | +506.0% | +317.7% | +188.3% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 IVV 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