+142.5%
IWD vs JAAA
+30.3%
+112.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | +3.6% | +0.4% | +3.2% | +2.9% |
| 3M | +2.2% | +1.2% | +0.9% | +0.4% |
| 6M | +13.0% | +2.3% | +10.7% | +9.3% |
| YTD | +26.5% | +4.0% | +22.5% | +19.8% |
| 1Y | +30.1% | +4.8% | +25.3% | +21.9% |
| 3Y | +84.9% | +18.4% | +66.4% | +58.0% |
| 5Y | +73.4% | +27.5% | +45.8% | +41.2% |
| All | +142.5% | +30.3% | +112.2% | +83.9% |
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