+53.7%
INDA vs JAAA
+29.3%
+24.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -0.8% | +0.5% | -1.3% | -1.2% |
| 3M | +3.9% | +1.3% | +2.7% | +2.9% |
| 6M | -0.7% | +2.7% | -3.4% | -2.7% |
| YTD | -7.7% | +3.2% | -10.8% | -9.8% |
| 1Y | -5.1% | +4.9% | -10.0% | -8.3% |
| 3Y | +13.6% | +19.0% | -5.4% | +5.4% |
| 5Y | +7.8% | +26.8% | -19.0% | -1.5% |
| All | +53.7% | +29.3% | +24.4% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling