+341.0%
JCI vs IAU
+221.5%
+119.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +4.1% | +0.2% | +3.9% | +4.0% |
| 30D | -3.8% | +0.2% | -4.1% | -3.9% |
| 3M | -1.6% | +3.3% | -4.9% | -2.1% |
| 6M | +9.5% | -14.6% | +24.1% | +11.0% |
| YTD | +21.7% | +1.9% | +19.9% | +21.4% |
| 1Y | +37.1% | +20.9% | +16.3% | +34.9% |
| 3Y | +165.2% | +127.5% | +37.7% | +144.4% |
| 5Y | +110.3% | +141.9% | -31.6% | +89.8% |
| 10Y | +341.0% | +222.8% | +118.2% | +310.2% |
| All | +341.0% | +221.5% | +119.5% | +310.2% |
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