+54.0%
IGV vs JAAA
+29.3%
+24.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | -2.6% | +0.4% | -3.0% | -3.5% |
| 3M | +10.5% | +1.2% | +9.3% | +7.9% |
| 6M | +18.2% | +2.7% | +15.5% | +12.3% |
| YTD | -4.2% | +3.2% | -7.4% | -9.8% |
| 1Y | -9.8% | +4.8% | -14.6% | -17.5% |
| 3Y | +39.1% | +19.0% | +20.1% | +14.6% |
| 5Y | +21.2% | +26.8% | -5.6% | -5.6% |
| All | +54.0% | +29.3% | +24.8% | +15.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling