+138.7%
IAU vs RJF
+101.5%
+37.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -3.4% | -4.2% | +0.8% | -3.4% |
| 30D | -1.1% | -3.6% | +2.5% | -1.1% |
| 3M | +5.8% | +15.6% | -9.8% | +6.1% |
| 6M | -16.9% | +17.6% | -34.5% | -16.7% |
| YTD | +0.1% | +9.2% | -9.1% | +0.3% |
| 1Y | +18.4% | +5.5% | +12.9% | +18.4% |
| 3Y | +123.6% | +70.3% | +53.3% | +127.4% |
| 5Y | +138.7% | +106.0% | +32.7% | +152.3% |
| All | +138.7% | +101.5% | +37.2% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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