+128.2%
IWF vs JAAA
+29.4%
+98.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.1% |
| 30D | -1.7% | +0.5% | -2.3% | -2.6% |
| 3M | +0.7% | +1.3% | -0.6% | -1.5% |
| 6M | +8.6% | +2.8% | +5.8% | +3.5% |
| YTD | +3.5% | +3.3% | +0.3% | -2.0% |
| 1Y | +7.0% | +4.9% | +2.1% | -1.2% |
| 3Y | +76.3% | +19.0% | +57.4% | +49.5% |
| 5Y | +74.8% | +26.9% | +47.9% | +41.5% |
| All | +128.2% | +29.4% | +98.8% | +76.5% |
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