+297.3%
JCI vs IAU
+776.1%
-478.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.1% | +3.6% | +2.6% |
| 7D | +2.9% | -2.0% | +4.9% | +3.1% |
| 30D | -6.9% | -4.4% | -2.5% | -6.6% |
| 3M | -6.3% | -8.9% | +2.6% | -5.6% |
| 6M | +2.6% | -15.9% | +18.5% | +3.9% |
| YTD | +21.8% | -7.8% | +29.6% | +22.5% |
| 1Y | +19.6% | -3.8% | +23.4% | +19.9% |
| 3Y | +194.9% | +104.3% | +90.6% | +180.4% |
| 5Y | +108.1% | +111.2% | -3.1% | +96.6% |
| 10Y | +307.6% | +216.4% | +91.2% | +275.7% |
| All | +297.3% | +776.1% | -478.8% | +211.5% |
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