+87.8%
IWM vs JAAA
+30.2%
+57.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.1% |
| 30D | +0.6% | +0.4% | +0.2% | -0.2% |
| 3M | -6.2% | +1.2% | -7.4% | -8.1% |
| 6M | -0.8% | +2.3% | -3.1% | -4.6% |
| YTD | +14.8% | +3.9% | +10.8% | +7.5% |
| 1Y | +16.1% | +4.8% | +11.4% | +7.4% |
| 3Y | +71.5% | +18.5% | +53.1% | +43.5% |
| 5Y | +25.8% | +27.5% | -1.7% | -0.7% |
| All | +87.8% | +30.2% | +57.6% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling