+64.8%
IBB vs JAAA
+18.9%
+46.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.7% | +0.1% | -1.8% | -2.0% |
| 30D | +4.9% | +0.5% | +4.4% | +3.3% |
| 3M | +24.2% | +1.2% | +23.0% | +19.5% |
| 6M | +23.8% | +2.8% | +21.0% | +13.2% |
| YTD | +23.0% | +3.2% | +19.8% | +11.3% |
| 1Y | +46.2% | +4.8% | +41.3% | +26.2% |
| 3Y | +64.8% | +19.0% | +45.8% | +64.4% |
| All | +64.8% | +18.9% | +46.0% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling