-13.6%
IP vs JAAA
+27.5%
-41.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.5% |
| 30D | +7.9% | +0.4% | +7.5% | +7.0% |
| 3M | -15.3% | +1.2% | -16.5% | -17.3% |
| 6M | +10.5% | +2.3% | +8.2% | +5.6% |
| YTD | -9.4% | +4.0% | -13.4% | -16.1% |
| 1Y | -4.6% | +4.8% | -9.5% | -13.1% |
| 3Y | +21.2% | +18.4% | +2.8% | -3.3% |
| All | -13.6% | +27.5% | -41.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling