+44.0%
IBB vs JAAA
+27.4%
+16.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | +6.8% | +0.4% | +6.4% | +6.3% |
| 3M | +9.2% | +1.2% | +8.0% | +7.8% |
| 6M | +28.3% | +2.3% | +26.0% | +25.2% |
| YTD | +29.4% | +4.0% | +25.4% | +24.3% |
| 1Y | +33.2% | +4.8% | +28.4% | +27.0% |
| 3Y | +90.2% | +18.5% | +71.7% | +77.8% |
| 5Y | +44.0% | +27.5% | +16.5% | +30.1% |
| All | +44.0% | +27.4% | +16.6% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling