+859.8%
IAU vs RJF
+1,707.8%
-848.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.7% |
| 7D | +0.7% | +1.8% | -1.0% | +0.8% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.7% | +18.0% | -17.3% | +1.1% |
| 6M | -15.5% | +17.0% | -32.5% | -15.2% |
| YTD | +1.0% | +11.1% | -10.2% | +1.2% |
| 1Y | +19.6% | +8.0% | +11.6% | +19.8% |
| 3Y | +125.4% | +73.3% | +52.2% | +128.7% |
| 5Y | +140.7% | +107.4% | +33.3% | +145.8% |
| 10Y | +218.1% | +428.5% | -210.4% | +233.0% |
| All | +859.8% | +1,707.8% | -848.0% | +885.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling