+50.4%
IJH vs IAU
+123.7%
-73.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.7% |
| 7D | -1.9% | -2.0% | +0.2% | -1.6% |
| 30D | -4.6% | -1.5% | -3.1% | -4.4% |
| 3M | -1.2% | +3.3% | -4.4% | -1.7% |
| 6M | +9.4% | -16.2% | +25.6% | +11.7% |
| YTD | +13.3% | +0.7% | +12.7% | +12.9% |
| 1Y | +13.4% | +19.2% | -5.8% | +10.4% |
| 3Y | +50.4% | +124.4% | -74.0% | +26.3% |
| All | +50.4% | +123.7% | -73.2% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 3y: compounded portfolio wealth divided by compounded IAU 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…
3y analysis · Full analysis span regression · 6 months rolling