+104.8%
IJH vs JAAA
+29.4%
+75.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -1.9% | +0.1% | -1.9% | -2.0% |
| 30D | -4.6% | +0.5% | -5.2% | -5.5% |
| 3M | -1.2% | +1.3% | -2.4% | -3.2% |
| 6M | +9.4% | +2.8% | +6.6% | +4.5% |
| YTD | +13.3% | +3.3% | +10.1% | +7.5% |
| 1Y | +13.4% | +4.9% | +8.5% | +5.0% |
| 3Y | +50.4% | +19.0% | +31.5% | +27.5% |
| 5Y | +49.0% | +26.9% | +22.1% | +19.8% |
| All | +104.8% | +29.4% | +75.5% | +52.8% |
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