+446.7%
IRM vs JAAA
+29.3%
+417.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.5% |
| 7D | -0.5% | +0.2% | -0.6% | -0.8% |
| 30D | -8.1% | +0.5% | -8.6% | -9.0% |
| 3M | -9.7% | +1.3% | -10.9% | -11.9% |
| 6M | +10.0% | +2.7% | +7.3% | +4.5% |
| YTD | +43.0% | +3.2% | +39.8% | +34.7% |
| 1Y | +32.7% | +4.9% | +27.8% | +21.4% |
| 3Y | +102.7% | +19.0% | +83.7% | +67.9% |
| 5Y | +187.6% | +26.8% | +160.8% | +124.3% |
| All | +446.7% | +29.3% | +417.5% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling