+86.4%
IWM vs JAAA
+30.2%
+56.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.6% |
| 30D | +0.6% | +0.4% | +0.2% | -0.1% |
| 3M | -7.8% | +1.2% | -9.0% | -9.7% |
| 6M | -1.0% | +2.3% | -3.3% | -4.8% |
| YTD | +13.9% | +4.0% | +9.9% | +6.6% |
| 1Y | +15.4% | +4.8% | +10.6% | +6.7% |
| 3Y | +70.2% | +18.5% | +51.7% | +42.4% |
| 5Y | +23.7% | +27.5% | -3.8% | -2.3% |
| All | +86.4% | +30.2% | +56.2% | +33.9% |
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