-83.2%
IRE vs JAAA
+4.5%
-87.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -7.8% |
| 7D | +29.0% | +0.1% | +28.9% | +23.1% |
| 30D | +24.2% | +0.5% | +23.8% | -0.9% |
| 3M | -53.2% | +1.2% | -54.4% | -77.3% |
| 6M | -36.0% | +2.7% | -38.8% | -86.1% |
| YTD | -51.0% | +3.2% | -54.2% | -90.5% |
| All | -83.2% | +4.5% | -87.7% | -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 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