+152.5%
IVZ vs JAAA
+18.5%
+134.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.0% |
| 7D | +7.6% | +0.1% | +7.5% | +6.8% |
| 30D | +4.3% | +0.4% | +3.9% | +0.8% |
| 3M | -9.3% | +1.2% | -10.6% | -17.7% |
| 6M | +5.2% | +2.3% | +2.9% | -12.4% |
| YTD | +13.4% | +4.0% | +9.5% | -16.8% |
| 1Y | +25.4% | +4.8% | +20.6% | -13.6% |
| 3Y | +152.5% | +18.4% | +134.1% | +4.0% |
| All | +152.5% | +18.5% | +134.0% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling