+436.3%
IRM vs JAAA
+30.3%
+406.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | +6.8% | +0.1% | +6.7% | +6.6% |
| 30D | +2.6% | +0.4% | +2.2% | +1.7% |
| 3M | -9.5% | +1.2% | -10.7% | -11.6% |
| 6M | -8.5% | +2.3% | -10.8% | -12.5% |
| YTD | +40.3% | +4.0% | +36.3% | +30.0% |
| 1Y | +28.7% | +4.8% | +23.9% | +17.7% |
| 3Y | +111.8% | +18.4% | +93.4% | +73.9% |
| 5Y | +189.1% | +27.5% | +161.6% | +120.5% |
| All | +436.3% | +30.3% | +406.0% | +306.1% |
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 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