+1.6%
IP vs JAAA
+30.2%
-28.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.1% | +0.2% | -5.2% | -5.3% |
| 30D | +8.5% | +0.4% | +8.1% | +7.7% |
| 3M | -13.8% | +1.2% | -15.0% | -15.7% |
| 6M | +5.7% | +2.3% | +3.4% | +1.3% |
| YTD | -9.1% | +3.9% | -13.0% | -15.3% |
| 1Y | -0.8% | +4.8% | -5.6% | -9.0% |
| 3Y | +14.8% | +18.5% | -3.7% | -7.3% |
| 5Y | -11.5% | +27.5% | -39.0% | -32.6% |
| All | +1.6% | +30.2% | -28.6% | -30.9% |
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