+150.6%
JPM vs IAU
+98.8%
+51.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +1.6% | -5.5% | +7.1% | +2.2% |
| 30D | +3.4% | -7.0% | +10.4% | +4.0% |
| 3M | -5.7% | -12.3% | +6.6% | -4.7% |
| 6M | +13.5% | -17.9% | +31.5% | +14.9% |
| YTD | +8.4% | -10.3% | +18.8% | +9.4% |
| 1Y | +9.1% | -7.9% | +17.0% | +10.0% |
| All | +150.6% | +98.8% | +51.8% | +143.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling