+41.2%
GDX vs IOT
-1.2%
+42.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -3.5% |
| 7D | -5.4% | -0.8% | -4.6% | -5.4% |
| 30D | +6.6% | -4.7% | +11.2% | +6.6% |
| 3M | +30.1% | +17.8% | +12.3% | +29.4% |
| 6M | -7.1% | +16.8% | -23.9% | -6.9% |
| YTD | +12.0% | +8.4% | +3.5% | +9.6% |
| 1Y | +41.2% | -0.8% | +42.0% | +39.9% |
| All | +41.2% | -1.2% | +42.4% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling