+103.2%
JCI vs IAU
+114.3%
-11.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.1% |
| 7D | -5.9% | +2.8% | -8.7% | -6.3% |
| 30D | -10.4% | -4.0% | -6.4% | -9.8% |
| 3M | -6.1% | -8.2% | +2.1% | -5.0% |
| 6M | +1.7% | -14.8% | +16.5% | +3.7% |
| YTD | +18.9% | -6.7% | +25.6% | +20.1% |
| 1Y | +16.1% | -2.2% | +18.4% | +16.8% |
| 3Y | +187.8% | +106.7% | +81.1% | +161.4% |
| 5Y | +103.2% | +114.8% | -11.6% | +67.2% |
| All | +103.2% | +114.3% | -11.1% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling