+16.1%
JPM vs IAU
+2.6%
+13.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +3.5% |
| 7D | +3.8% | -0.3% | +4.0% | +3.7% |
| 30D | +6.5% | -1.9% | +8.3% | +6.7% |
| 3M | -1.0% | -0.4% | -0.6% | -1.2% |
| 6M | +15.5% | -10.1% | +25.7% | +17.0% |
| YTD | +11.4% | -5.9% | +17.3% | +5.3% |
| 1Y | +16.1% | +2.9% | +13.1% | +1.5% |
| All | +16.1% | +2.6% | +13.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling