-97.5%
IRE vs JAAA
+4.7%
-102.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | 0.0% | -13.5% | -13.5% |
| 7D | +11.1% | +0.1% | +11.0% | +6.1% |
| 30D | -75.2% | +0.4% | -75.6% | -79.9% |
| 3M | -86.4% | +1.2% | -87.6% | -92.4% |
| 6M | -94.8% | +2.3% | -97.1% | -98.5% |
| YTD | -93.3% | +4.0% | -97.2% | -98.8% |
| 1Y | -97.5% | +4.8% | -102.3% | -99.5% |
| All | -97.5% | +4.7% | -102.2% | -99.5% |
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 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