+168.1%
IJR vs IAU
+220.2%
-52.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -2.2% | -2.0% | -0.2% | -2.0% |
| 30D | -4.6% | -1.5% | -3.1% | -4.5% |
| 3M | +0.2% | +3.3% | -3.0% | -0.2% |
| 6M | +14.7% | -16.2% | +31.0% | +16.5% |
| YTD | +18.9% | +0.7% | +18.2% | +18.5% |
| 1Y | +19.9% | +19.2% | +0.7% | +17.7% |
| 3Y | +53.0% | +124.4% | -71.4% | +40.5% |
| 5Y | +40.9% | +140.0% | -99.2% | +27.5% |
| All | +168.1% | +220.2% | -52.1% | +157.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling