+52.2%
IJR vs IAU
+122.5%
-70.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.6% |
| 7D | -2.3% | -3.4% | +1.0% | -1.9% |
| 30D | -4.7% | -1.1% | -3.6% | -4.6% |
| 3M | +2.1% | +5.8% | -3.7% | +1.3% |
| 6M | +13.9% | -16.9% | +30.8% | +16.3% |
| YTD | +18.2% | +0.1% | +18.1% | +17.7% |
| 1Y | +21.8% | +18.4% | +3.4% | +18.5% |
| All | +52.2% | +122.5% | -70.3% | +25.7% |
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 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