+172.8%
IBN vs JAAA
+29.3%
+143.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -2.3% | +0.5% | -2.7% | -2.8% |
| 3M | +15.9% | +1.2% | +14.7% | +14.4% |
| 6M | +5.6% | +2.8% | +2.7% | +2.5% |
| YTD | -0.1% | +3.2% | -3.3% | -3.3% |
| 1Y | -6.5% | +4.8% | -11.4% | -10.8% |
| 3Y | +29.3% | +19.0% | +10.3% | +14.1% |
| 5Y | +56.6% | +26.8% | +29.7% | +32.7% |
| All | +172.8% | +29.3% | +143.5% | +117.6% |
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 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