+49.6%
INDA vs JAAA
+29.4%
+20.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -2.8% | +0.5% | -3.3% | -3.2% |
| 3M | +1.6% | +1.3% | +0.4% | +0.6% |
| 6M | -1.4% | +2.8% | -4.2% | -3.5% |
| YTD | -10.1% | +3.3% | -13.4% | -12.3% |
| 1Y | -8.8% | +4.9% | -13.7% | -11.8% |
| 3Y | +7.6% | +19.0% | -11.4% | -0.2% |
| 5Y | +5.8% | +26.9% | -21.1% | -3.4% |
| All | +49.6% | +29.4% | +20.2% | +31.7% |
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 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