-42.1%
IONS vs JAAA
+30.2%
-72.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | -29.6% | +0.1% | -29.7% | -29.6% |
| 30D | -35.6% | +0.4% | -36.0% | -35.6% |
| 3M | -51.7% | +1.2% | -52.9% | -51.9% |
| 6M | -64.0% | +2.3% | -66.3% | -64.3% |
| YTD | -65.5% | +4.0% | -69.4% | -65.9% |
| 1Y | -62.4% | +4.8% | -67.2% | -62.9% |
| 3Y | -41.1% | +18.5% | -59.6% | -39.9% |
| 5Y | -16.5% | +27.5% | -43.9% | -14.5% |
| All | -42.1% | +30.2% | -72.4% | -45.8% |
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 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