+17.9%
IONS vs JAAA
+29.3%
-11.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | +0.4% | +0.4% | 0.0% | +0.3% |
| 3M | -24.1% | +1.2% | -25.3% | -24.4% |
| 6M | -26.4% | +2.7% | -29.1% | -27.1% |
| YTD | -29.7% | +3.2% | -32.8% | -30.3% |
| 1Y | -13.0% | +4.8% | -17.9% | -14.2% |
| 3Y | +35.0% | +19.0% | +16.1% | +38.5% |
| 5Y | +54.2% | +26.8% | +27.4% | +57.0% |
| All | +17.9% | +29.3% | -11.4% | +10.8% |
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