+9.6%
IP vs JAAA
+29.3%
-19.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.7% |
| 3M | +11.2% | +1.3% | +9.9% | +8.6% |
| 6M | -10.2% | +2.7% | -12.9% | -14.5% |
| YTD | -2.0% | +3.2% | -5.2% | -7.5% |
| 1Y | -19.1% | +4.9% | -24.0% | -25.9% |
| 3Y | +20.9% | +19.0% | +1.9% | -1.8% |
| 5Y | -17.8% | +26.8% | -44.6% | -36.7% |
| All | +9.6% | +29.3% | -19.7% | -24.5% |
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