+19.9%
JPM vs IVZ
+48.1%
-28.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.3% | -2.4% | 0.0% | -1.6% |
| 30D | -2.3% | +2.5% | -4.8% | -3.2% |
| 3M | +14.9% | +17.1% | -2.2% | +8.7% |
| 6M | +23.6% | +35.1% | -11.5% | +10.9% |
| YTD | +11.3% | +24.3% | -13.0% | +2.9% |
| 1Y | +19.9% | +48.7% | -28.8% | +5.7% |
| All | +19.9% | +48.1% | -28.2% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling