-16.1%
IP vs JAAA
+25.6%
-41.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.0% |
| 7D | -5.3% | +0.2% | -5.4% | -5.6% |
| 30D | -10.9% | +0.5% | -11.4% | -11.8% |
| 3M | +11.2% | +1.3% | +9.9% | +8.4% |
| 6M | -10.2% | +2.7% | -12.9% | -14.8% |
| YTD | -2.0% | +3.2% | -5.2% | -7.8% |
| 1Y | -19.1% | +4.9% | -24.0% | -26.3% |
| 3Y | +20.9% | +19.0% | +1.9% | -2.8% |
| All | -16.1% | +25.6% | -41.7% | -36.7% |
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 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