+224.1%
GDX vs IFF
-35.8%
+259.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.3% |
| 7D | -2.2% | -3.2% | +1.0% | -1.2% |
| 30D | +6.8% | -0.3% | +7.0% | +6.8% |
| 3M | +24.9% | +8.4% | +16.5% | +21.9% |
| 6M | -4.2% | +23.0% | -27.2% | -9.8% |
| YTD | +13.2% | +25.5% | -12.3% | +6.0% |
| 1Y | +40.2% | +29.1% | +11.1% | +30.0% |
| 3Y | +249.6% | +31.7% | +217.9% | +221.6% |
| All | +224.1% | -35.8% | +259.9% | +233.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling