+634.1%
IJR vs IAU
+858.9%
-224.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | +0.9% | +0.7% | +0.2% | +0.9% |
| 30D | -3.1% | +0.3% | -3.5% | -3.2% |
| 3M | +4.4% | +0.7% | +3.7% | +4.3% |
| 6M | +16.1% | -15.5% | +31.6% | +17.3% |
| YTD | +20.6% | +1.0% | +19.6% | +20.4% |
| 1Y | +22.9% | +19.6% | +3.3% | +21.4% |
| 3Y | +55.2% | +125.4% | -70.2% | +47.4% |
| 5Y | +41.1% | +140.7% | -99.7% | +33.2% |
| 10Y | +167.0% | +218.1% | -51.2% | +149.6% |
| All | +634.1% | +858.9% | -224.9% | +505.0% |
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