+1,373.0%
JPM vs IVV
+727.1%
+646.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -1.3% |
| 7D | -0.8% | -2.7% | +1.9% | +3.1% |
| 30D | +1.5% | -5.4% | +6.9% | +9.4% |
| 3M | -5.7% | -4.1% | -1.6% | -0.3% |
| 6M | +7.2% | +0.7% | +6.5% | +5.2% |
| YTD | +5.8% | +8.7% | -2.9% | -6.8% |
| 1Y | +8.8% | +11.0% | -2.2% | -6.9% |
| 3Y | +147.4% | +75.4% | +72.0% | +8.4% |
| 5Y | +125.3% | +68.3% | +57.0% | +1.2% |
| 10Y | +540.5% | +315.5% | +225.0% | -28.7% |
| All | +1,373.0% | +727.1% | +646.0% | -36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling