+55.6%
IOT vs JAAA
+26.6%
+29.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -4.7% | +0.4% | -5.1% | -5.4% |
| 3M | +17.8% | +1.2% | +16.6% | +15.3% |
| 6M | +16.8% | +2.7% | +14.2% | +11.6% |
| YTD | +8.4% | +3.2% | +5.3% | +2.6% |
| 1Y | -0.8% | +4.8% | -5.6% | -8.7% |
| 3Y | +25.7% | +19.0% | +6.8% | +10.9% |
| All | +55.6% | +26.6% | +29.0% | +44.2% |
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