+24.8%
GDX vs IFF
+44.8%
-20.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.9% | +13.9% | +11.0% |
| 7D | +0.8% | -3.3% | +4.1% | +1.8% |
| 30D | -3.2% | +5.3% | -8.5% | -6.5% |
| 3M | +8.6% | +8.9% | -0.3% | +3.1% |
| 6M | -1.2% | +26.3% | -27.6% | -13.0% |
| YTD | -1.4% | +32.2% | -33.6% | -13.0% |
| 1Y | +24.8% | +45.8% | -21.0% | +7.9% |
| All | +24.8% | +44.8% | -20.0% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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