-82.0%
IRE vs JAAA
+4.4%
-86.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | 0.0% | +10.2% | +10.2% |
| 7D | +58.9% | +0.1% | +58.8% | +51.9% |
| 30D | +17.2% | +0.5% | +16.7% | -6.6% |
| 3M | -58.6% | +1.2% | -59.8% | -79.4% |
| 6M | -23.5% | +2.8% | -26.3% | -84.4% |
| YTD | -47.4% | +3.2% | -50.6% | -89.7% |
| All | -82.0% | +4.4% | -86.4% | -98.1% |
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