+53.0%
IJR vs JAAA
+19.0%
+34.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.2% |
| 7D | -2.2% | +0.1% | -2.2% | -2.5% |
| 30D | -4.6% | +0.5% | -5.1% | -6.8% |
| 3M | +0.2% | +1.3% | -1.0% | -5.3% |
| 6M | +14.7% | +2.8% | +11.9% | +1.5% |
| YTD | +18.9% | +3.3% | +15.6% | +3.1% |
| 1Y | +19.9% | +4.9% | +15.0% | -2.9% |
| 3Y | +53.0% | +19.0% | +34.1% | +12.3% |
| All | +53.0% | +19.0% | +34.0% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling