+585.7%
JPM vs IVZ
+64.1%
+521.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -2.3% | -2.4% | 0.0% | -1.3% |
| 30D | -2.3% | +2.5% | -4.8% | -3.5% |
| 3M | +14.9% | +17.1% | -2.2% | +6.2% |
| 6M | +23.6% | +35.1% | -11.5% | +6.4% |
| YTD | +11.3% | +24.3% | -13.0% | -0.9% |
| 1Y | +19.9% | +48.7% | -28.8% | -2.3% |
| 3Y | +162.6% | +135.6% | +27.0% | +64.6% |
| 5Y | +154.6% | +60.3% | +94.3% | +84.2% |
| All | +585.7% | +64.1% | +521.6% | +324.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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