+434.7%
IAG vs JAAA
+29.3%
+405.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.9% |
| 30D | +28.9% | +0.5% | +28.4% | +27.5% |
| 3M | +19.1% | +1.3% | +17.9% | +16.1% |
| 6M | -10.3% | +2.7% | -12.9% | -14.9% |
| YTD | +24.2% | +3.2% | +21.0% | +16.6% |
| 1Y | +116.5% | +4.9% | +111.6% | +96.4% |
| 3Y | +742.8% | +19.0% | +723.8% | +493.0% |
| 5Y | +753.3% | +26.8% | +726.5% | +421.5% |
| All | +434.7% | +29.3% | +405.5% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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