-3.3%
IDXX vs JAAA
+4.8%
-8.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +24.1% | +0.2% | +23.9% | +22.8% |
| 30D | +32.5% | +0.4% | +32.1% | +29.1% |
| 3M | +18.8% | +1.2% | +17.6% | +10.7% |
| 6M | +24.0% | +2.3% | +21.7% | +9.3% |
| YTD | +3.3% | +3.9% | -0.6% | -12.3% |
| 1Y | -3.3% | +4.8% | -8.1% | -18.5% |
| All | -3.3% | +4.8% | -8.0% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling