+20.4%
IDXX vs JAAA
+29.4%
-9.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.5% |
| 7D | -5.7% | +0.1% | -5.8% | -5.9% |
| 30D | -11.5% | +0.5% | -12.1% | -12.6% |
| 3M | -9.5% | +1.3% | -10.8% | -12.2% |
| 6M | -16.0% | +2.8% | -18.7% | -21.1% |
| YTD | -25.4% | +3.3% | -28.7% | -30.7% |
| 1Y | -21.8% | +4.9% | -26.7% | -29.9% |
| 3Y | +7.0% | +19.0% | -11.9% | -19.3% |
| 5Y | -26.0% | +26.9% | -52.8% | -48.4% |
| All | +20.4% | +29.4% | -9.0% | -20.0% |
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