-98.0%
IRE vs JAAA
+5.3%
-103.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | 0.0% | -14.4% | -16.4% |
| 7D | -31.8% | +0.1% | -31.9% | -35.6% |
| 30D | -71.8% | +0.4% | -72.2% | -77.6% |
| 3M | -88.9% | +1.2% | -90.1% | -94.1% |
| 6M | -95.4% | +2.3% | -97.7% | -98.7% |
| YTD | -94.2% | +4.0% | -98.2% | -99.3% |
| 1Y | -97.1% | +4.8% | -101.9% | -99.7% |
| All | -98.0% | +5.3% | -103.3% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling