+3.4%
IP vs JAAA
+30.2%
-26.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | +9.4% | +0.4% | +8.9% | +8.5% |
| 3M | -14.1% | +1.2% | -15.2% | -15.9% |
| 6M | +9.2% | +2.3% | +6.9% | +4.7% |
| YTD | -7.5% | +3.9% | -11.5% | -13.9% |
| 1Y | -2.8% | +4.8% | -7.6% | -10.8% |
| 3Y | +21.2% | +18.5% | +2.8% | -2.1% |
| 5Y | -11.5% | +27.5% | -39.0% | -32.6% |
| All | +3.4% | +30.2% | -26.8% | -29.7% |
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