+66.7%
IWM vs JAAA
+18.9%
+47.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | -0.1% |
| 7D | +0.1% | +0.2% | -0.1% | -0.7% |
| 30D | -1.3% | +0.5% | -1.8% | -3.6% |
| 3M | +1.6% | +1.3% | +0.3% | -4.0% |
| 6M | +13.6% | +2.7% | +10.9% | +0.9% |
| YTD | +20.8% | +3.2% | +17.6% | +5.1% |
| 1Y | +26.4% | +4.9% | +21.5% | +2.5% |
| All | +66.7% | +18.9% | +47.9% | +25.3% |
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