+585.7%
JPM vs IAU
+218.5%
+367.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.4% |
| 7D | -2.3% | -3.4% | +1.0% | -2.5% |
| 30D | -2.3% | -1.1% | -1.2% | -2.4% |
| 3M | +14.9% | +5.8% | +9.1% | +15.3% |
| 6M | +23.6% | -16.9% | +40.6% | +21.9% |
| YTD | +11.3% | +0.1% | +11.2% | +11.9% |
| 1Y | +19.9% | +18.4% | +1.5% | +23.4% |
| 3Y | +162.6% | +123.6% | +39.0% | +196.8% |
| 5Y | +154.6% | +138.7% | +15.9% | +189.6% |
| All | +585.7% | +218.5% | +367.2% | +803.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling