+718.4%
JNJ vs IAU
+752.8%
-34.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.5% | -4.6% | +8.0% | +3.5% |
| 30D | +12.5% | -5.4% | +18.0% | +12.6% |
| 3M | +9.6% | -10.9% | +20.5% | +9.7% |
| 6M | +25.3% | -17.4% | +42.7% | +25.7% |
| YTD | +40.3% | -10.2% | +50.5% | +40.5% |
| 1Y | +49.6% | -7.1% | +56.7% | +49.8% |
| 3Y | +110.8% | +97.7% | +13.1% | +109.8% |
| 5Y | +99.1% | +105.3% | -6.2% | +98.0% |
| 10Y | +216.6% | +208.0% | +8.5% | +216.3% |
| All | +718.4% | +752.8% | -34.4% | +726.6% |
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