+4,458.4%
JPM vs IVZ
+973.1%
+3,485.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | -0.2% |
| 7D | +3.5% | +7.6% | -4.1% | -0.2% |
| 30D | +3.3% | +4.3% | -1.1% | +0.8% |
| 3M | -4.2% | -9.3% | +5.2% | 0.0% |
| 6M | +16.4% | +5.2% | +11.1% | +12.1% |
| YTD | +9.5% | +13.4% | -3.9% | +0.7% |
| 1Y | +14.0% | +25.4% | -11.4% | -0.5% |
| 3Y | +153.1% | +152.5% | +0.6% | +49.4% |
| 5Y | +134.9% | +36.7% | +98.2% | +79.6% |
| 10Y | +485.7% | +45.0% | +440.8% | +287.3% |
| All | +4,458.4% | +973.1% | +3,485.4% | +1,422.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling