+138.7%
IAU vs JAAA
+26.8%
+111.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | +5.8% | +1.2% | +4.6% | +5.5% |
| 6M | -16.9% | +2.7% | -19.6% | -17.5% |
| YTD | +0.1% | +3.2% | -3.1% | -0.6% |
| 1Y | +18.4% | +4.8% | +13.6% | +16.9% |
| 3Y | +123.6% | +19.0% | +104.6% | +106.1% |
| 5Y | +138.7% | +26.8% | +112.0% | +106.5% |
| All | +138.7% | +26.8% | +111.9% | +106.5% |
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 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