-14.3%
IFF vs JAAA
+29.4%
-43.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -0.3% | +0.5% | -0.8% | -0.9% |
| 3M | +8.4% | +1.3% | +7.2% | +6.9% |
| 6M | +23.0% | +2.8% | +20.2% | +19.4% |
| YTD | +25.5% | +3.3% | +22.2% | +21.2% |
| 1Y | +29.1% | +4.9% | +24.1% | +22.8% |
| 3Y | +31.7% | +19.0% | +12.7% | +15.6% |
| 5Y | -35.2% | +26.9% | -62.1% | -46.1% |
| All | -14.3% | +29.4% | -43.6% | -32.7% |
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