+583.6%
JPM vs IVV
+313.5%
+270.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -0.4% | +0.5% | -0.9% | -0.9% |
| 30D | -1.1% | -1.0% | -0.2% | -0.1% |
| 3M | +14.1% | +3.9% | +10.3% | +9.4% |
| 6M | +23.3% | +14.5% | +8.8% | +6.3% |
| YTD | +11.3% | +12.9% | -1.6% | -2.6% |
| 1Y | +23.0% | +19.4% | +3.6% | +1.4% |
| 3Y | +162.6% | +78.8% | +83.7% | +39.1% |
| 5Y | +152.8% | +82.2% | +70.6% | +29.8% |
| 10Y | +583.6% | +313.7% | +270.0% | +34.9% |
| All | +583.6% | +313.5% | +270.1% | +34.9% |
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