-38.4%
IONS vs JAAA
+30.3%
-68.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | -26.3% | +0.1% | -26.4% | -26.3% |
| 30D | -31.9% | +0.4% | -32.4% | -32.0% |
| 3M | -48.0% | +1.2% | -49.2% | -48.2% |
| 6M | -62.6% | +2.3% | -64.9% | -62.8% |
| YTD | -63.3% | +4.0% | -67.3% | -63.7% |
| 1Y | -58.4% | +4.8% | -63.2% | -59.0% |
| 3Y | -38.2% | +18.4% | -56.7% | -37.0% |
| 5Y | -11.1% | +27.5% | -38.6% | -9.0% |
| All | -38.4% | +30.3% | -68.7% | -42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling