-0.8%
IOT vs JAAA
+4.9%
-5.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.6% |
| 7D | -4.5% | +0.1% | -4.6% | -5.0% |
| 30D | -2.4% | +0.5% | -3.0% | -5.2% |
| 3M | +19.0% | +1.3% | +17.7% | +11.7% |
| 6M | +19.6% | +2.8% | +16.9% | +5.1% |
| YTD | +8.3% | +3.3% | +5.0% | -11.2% |
| 1Y | -0.8% | +4.9% | -5.7% | -36.7% |
| All | -0.8% | +4.9% | -5.7% | -36.7% |
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