-9.9%
IGV vs JAAA
+4.8%
-14.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.5% |
| 7D | -5.4% | +0.1% | -5.5% | -6.0% |
| 30D | -2.6% | +0.4% | -3.0% | -6.1% |
| 3M | +10.5% | +1.2% | +9.3% | -0.1% |
| 6M | +18.2% | +2.7% | +15.5% | -4.7% |
| YTD | -4.2% | +3.2% | -7.4% | -25.4% |
| All | -9.9% | +4.8% | -14.8% | -41.0% |
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 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