+152.5%
JPM vs IAU
+141.6%
+10.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | -1.4% | +0.2% | -1.6% | -1.4% |
| 3M | +13.9% | +3.3% | +10.7% | +13.6% |
| 6M | +23.5% | -14.6% | +38.1% | +24.0% |
| YTD | +11.6% | +1.9% | +9.8% | +11.5% |
| 1Y | +21.4% | +20.9% | +0.5% | +21.6% |
| 3Y | +163.4% | +127.5% | +36.0% | +159.9% |
| 5Y | +152.5% | +141.9% | +10.6% | +139.2% |
| All | +152.5% | +141.6% | +10.9% | +139.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling