+196.5%
IRM vs JAAA
+26.5%
+170.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.8% |
| 7D | -1.4% | +0.1% | -1.5% | -1.6% |
| 30D | -7.4% | +0.5% | -7.9% | -8.6% |
| 3M | -7.4% | +1.3% | -8.6% | -10.2% |
| 6M | +8.7% | +2.8% | +5.9% | +1.5% |
| YTD | +40.9% | +3.3% | +37.7% | +30.3% |
| 1Y | +20.5% | +4.9% | +15.6% | +7.5% |
| 3Y | +101.7% | +19.0% | +82.7% | +52.5% |
| All | +196.5% | +26.5% | +170.0% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling