+219.7%
IAU vs JBL
+1,558.3%
-1,338.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.0% | -4.5% | +0.4% |
| 7D | -2.0% | +2.4% | -4.4% | -2.1% |
| 30D | -1.5% | -13.1% | +11.6% | -1.1% |
| 3M | +3.3% | -15.6% | +18.8% | +3.7% |
| 6M | -16.2% | +24.6% | -40.8% | -16.8% |
| YTD | +0.7% | +39.6% | -38.9% | -0.3% |
| 1Y | +19.2% | +48.6% | -29.4% | +18.0% |
| 3Y | +124.4% | +197.3% | -72.8% | +118.3% |
| 5Y | +140.0% | +413.0% | -272.9% | +130.6% |
| All | +219.7% | +1,558.3% | -1,338.7% | +205.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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