+2.9%
IAU vs JHX
+44.7%
-41.8%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.3% | -4.6% | +1.9% |
| 7D | -0.3% | +13.3% | -13.5% | -2.9% |
| 30D | -1.9% | +17.1% | -19.0% | -5.1% |
| 3M | -0.4% | +4.1% | -4.5% | -1.5% |
| 6M | -10.1% | +48.5% | -58.6% | -18.0% |
| YTD | -5.9% | +42.3% | -48.2% | -12.2% |
| 1Y | +2.9% | +47.4% | -44.5% | -4.0% |
| All | +2.9% | +44.7% | -41.8% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 1y: compounded portfolio wealth divided by compounded JHX 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…
1y analysis · Full analysis span regression · 6 months rolling