+65.1%
IVZ vs JAAA
+25.6%
+39.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | +0.6% | +0.2% | +0.5% | +0.1% |
| 30D | +4.0% | +0.5% | +3.5% | +2.3% |
| 3M | +18.2% | +1.3% | +16.9% | +13.7% |
| 6M | +32.8% | +2.7% | +30.2% | +22.7% |
| YTD | +28.7% | +3.2% | +25.6% | +17.4% |
| 1Y | +55.4% | +4.9% | +50.5% | +35.2% |
| 3Y | +135.2% | +19.0% | +116.2% | +76.5% |
| All | +65.1% | +25.6% | +39.5% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling