+164.6%
IVZ vs JAAA
+30.2%
+134.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +4.1% | +0.1% | +4.0% | +3.9% |
| 30D | -2.0% | +0.4% | -2.4% | -3.1% |
| 3M | -7.8% | +1.1% | -9.0% | -10.8% |
| 6M | +6.3% | +2.3% | +4.0% | -0.2% |
| YTD | +12.6% | +3.9% | +8.7% | +1.3% |
| 1Y | +27.6% | +4.8% | +22.8% | +12.3% |
| 3Y | +154.0% | +18.4% | +135.6% | +92.1% |
| 5Y | +37.3% | +27.4% | +9.9% | -4.6% |
| All | +164.6% | +30.2% | +134.4% | +67.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling