+152.5%
JPM vs IVZ
+61.5%
+91.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -0.4% | +1.2% | -1.6% | -0.9% |
| 30D | -1.4% | +1.8% | -3.2% | -2.2% |
| 3M | +13.9% | +15.7% | -1.8% | +7.2% |
| 6M | +23.5% | +36.3% | -12.8% | +8.5% |
| YTD | +11.6% | +24.9% | -13.3% | +1.2% |
| 1Y | +21.4% | +48.9% | -27.6% | +2.2% |
| 3Y | +163.4% | +136.8% | +26.6% | +77.7% |
| 5Y | +152.5% | +60.0% | +92.6% | +92.2% |
| All | +152.5% | +61.5% | +91.1% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling