+57.6%
IBB vs JAAA
+30.2%
+27.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +6.7% | +0.4% | +6.3% | +6.2% |
| 3M | +6.3% | +1.2% | +5.1% | +5.0% |
| 6M | +23.9% | +2.3% | +21.6% | +21.0% |
| YTD | +26.6% | +4.0% | +22.6% | +21.6% |
| 1Y | +29.6% | +4.8% | +24.8% | +23.6% |
| 3Y | +86.1% | +18.5% | +67.6% | +71.6% |
| 5Y | +40.3% | +27.5% | +12.9% | +27.4% |
| All | +57.6% | +30.2% | +27.4% | +37.0% |
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