+428.2%
IRM vs JAAA
+29.3%
+398.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -1.8% | +0.1% | -1.9% | -2.0% |
| 30D | -7.8% | +0.4% | -8.2% | -8.5% |
| 3M | -7.9% | +1.2% | -9.1% | -10.0% |
| 6M | +6.3% | +2.7% | +3.7% | +1.0% |
| YTD | +38.2% | +3.2% | +35.0% | +30.1% |
| 1Y | +19.8% | +4.8% | +15.0% | +9.8% |
| 3Y | +98.8% | +19.0% | +79.8% | +64.6% |
| 5Y | +191.8% | +26.8% | +165.0% | +127.5% |
| All | +428.2% | +29.3% | +398.9% | +306.3% |
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