+692.2%
IJH vs IAU
+867.6%
-175.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | -3.8% | +0.2% | -4.1% | -3.9% |
| 3M | 0.0% | +3.3% | -3.3% | -0.3% |
| 6M | +8.8% | -14.6% | +23.3% | +10.1% |
| YTD | +13.5% | +1.9% | +11.6% | +13.1% |
| 1Y | +15.4% | +20.9% | -5.5% | +13.4% |
| 3Y | +50.9% | +127.5% | -76.6% | +40.5% |
| 5Y | +47.8% | +141.9% | -94.1% | +36.5% |
| 10Y | +183.1% | +222.8% | -39.7% | +156.5% |
| All | +692.2% | +867.6% | -175.4% | +526.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling