+6.6%
INTU vs JAAA
+30.3%
-23.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +10.1% | +0.4% | +9.6% | +9.4% |
| 3M | -4.2% | +1.2% | -5.4% | -5.9% |
| 6M | -7.2% | +2.3% | -9.5% | -10.3% |
| YTD | -47.7% | +4.0% | -51.7% | -50.6% |
| 1Y | -46.7% | +4.8% | -51.5% | -50.3% |
| 3Y | -34.1% | +18.4% | -52.5% | -43.5% |
| 5Y | -43.3% | +27.5% | -70.8% | -54.2% |
| All | +6.6% | +30.3% | -23.6% | -15.3% |
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 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