+132.6%
JPM vs IAU
+106.1%
+26.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +1.6% | -5.5% | +7.1% | +2.1% |
| 30D | +3.4% | -7.0% | +10.4% | +4.0% |
| 3M | -5.7% | -12.3% | +6.6% | -4.8% |
| 6M | +13.5% | -17.9% | +31.5% | +14.8% |
| YTD | +8.4% | -10.3% | +18.8% | +9.1% |
| 1Y | +9.1% | -7.9% | +17.0% | +9.7% |
| 3Y | +149.5% | +98.7% | +50.8% | +142.7% |
| 5Y | +132.6% | +105.0% | +27.6% | +103.6% |
| All | +132.6% | +106.1% | +26.5% | +103.6% |
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 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