+40.0%
IWM vs JAAA
+26.4%
+13.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +1.4% | +0.1% | +1.3% | +1.2% |
| 30D | -2.3% | +0.5% | -2.7% | -3.1% |
| 3M | +4.0% | +1.2% | +2.8% | +1.8% |
| 6M | +17.9% | +2.8% | +15.1% | +12.3% |
| YTD | +20.2% | +3.2% | +17.0% | +13.9% |
| 1Y | +25.0% | +4.8% | +20.1% | +15.4% |
| 3Y | +66.0% | +19.0% | +47.0% | +41.0% |
| 5Y | +40.0% | +26.8% | +13.2% | +11.6% |
| All | +40.0% | +26.4% | +13.6% | +11.6% |
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