-83.7%
IRE vs JAAA
+4.4%
-88.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.1% | +13.9% | +9.9% |
| 7D | +54.8% | +0.2% | +54.6% | +42.6% |
| 30D | +18.4% | +0.5% | +17.9% | -9.1% |
| 3M | -66.7% | +1.3% | -68.0% | -84.1% |
| 6M | -52.3% | +2.7% | -55.0% | -89.1% |
| YTD | -52.3% | +3.2% | -55.5% | -90.6% |
| All | -83.7% | +4.4% | -88.1% | -98.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling