+12.2%
IOT vs JAAA
+4.9%
+7.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.4% |
| 7D | -2.3% | +0.2% | -2.5% | -3.0% |
| 30D | +3.8% | +0.5% | +3.3% | +2.0% |
| 3M | +14.2% | +1.3% | +12.9% | +10.1% |
| 6M | +40.1% | +2.7% | +37.5% | +31.7% |
| YTD | +13.4% | +3.2% | +10.2% | +2.8% |
| 1Y | +12.2% | +4.9% | +7.2% | -0.7% |
| All | +12.2% | +4.9% | +7.3% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling