+282.8%
JCI vs IAU
+752.8%
-470.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +3.2% | -4.6% | +7.8% | +3.6% |
| 30D | -8.6% | -5.4% | -3.2% | -8.2% |
| 3M | -7.7% | -10.9% | +3.1% | -6.9% |
| 6M | -2.6% | -17.4% | +14.8% | -1.2% |
| YTD | +17.4% | -10.2% | +27.6% | +18.3% |
| 1Y | +16.9% | -7.1% | +24.0% | +17.5% |
| 3Y | +186.7% | +97.7% | +89.0% | +173.3% |
| 5Y | +95.4% | +105.3% | -9.9% | +85.0% |
| 10Y | +292.7% | +208.0% | +84.7% | +262.8% |
| All | +282.8% | +752.8% | -470.0% | +200.7% |
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 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