+250.4%
GDX vs IOT
+54.1%
+196.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.2% | -4.5% | +2.4% | -1.9% |
| 30D | +6.8% | -2.4% | +9.2% | +6.8% |
| 3M | +24.9% | +19.0% | +6.0% | +23.1% |
| 6M | -4.2% | +19.6% | -23.8% | -6.0% |
| YTD | +13.2% | +8.3% | +4.9% | +11.5% |
| 1Y | +40.2% | -0.8% | +41.0% | +38.6% |
| 3Y | +249.6% | +24.4% | +225.2% | +234.1% |
| All | +250.4% | +54.1% | +196.3% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 10y: compounded portfolio wealth divided by compounded IOT 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…
10y analysis · Full analysis span regression · 6 months rolling