+23.1%
IONS vs JAAA
+29.3%
-6.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +7.2% | +0.5% | +6.7% | +7.0% |
| 3M | -22.7% | +1.3% | -23.9% | -23.0% |
| 6M | -26.9% | +2.7% | -29.5% | -27.5% |
| YTD | -26.6% | +3.2% | -29.7% | -27.3% |
| 1Y | -2.1% | +4.9% | -7.0% | -3.4% |
| 3Y | +43.4% | +19.0% | +24.4% | +47.1% |
| 5Y | +47.0% | +26.8% | +20.2% | +49.6% |
| All | +23.1% | +29.3% | -6.2% | +15.6% |
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