+138.7%
IAU vs JBL
+390.6%
-251.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.6% |
| 7D | -3.4% | -1.0% | -2.3% | -3.3% |
| 30D | -1.1% | -15.1% | +14.0% | -0.3% |
| 3M | +5.8% | -14.0% | +19.9% | +6.4% |
| 6M | -16.9% | +20.6% | -37.6% | -17.6% |
| YTD | +0.1% | +32.9% | -32.8% | -0.9% |
| 1Y | +18.4% | +40.5% | -22.1% | +17.0% |
| 3Y | +123.6% | +183.7% | -60.2% | +115.3% |
| 5Y | +138.7% | +388.3% | -249.6% | +124.7% |
| All | +138.7% | +390.6% | -251.9% | +124.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling