+43.8%
IYR vs JAAA
+29.3%
+14.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -2.5% | +0.4% | -3.0% | -3.1% |
| 3M | -3.0% | +1.2% | -4.2% | -4.5% |
| 6M | +1.6% | +2.7% | -1.0% | -1.9% |
| YTD | +7.3% | +3.2% | +4.1% | +2.9% |
| 1Y | +5.6% | +4.8% | +0.8% | -0.8% |
| 3Y | +28.1% | +19.0% | +9.2% | +9.5% |
| 5Y | +6.1% | +26.8% | -20.7% | -13.9% |
| All | +43.8% | +29.3% | +14.5% | +12.9% |
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