+259.0%
GDX vs IOT
+55.2%
+203.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.7% | +4.8% | +1.3% |
| 7D | +1.9% | +5.1% | -3.2% | +1.6% |
| 30D | +9.9% | -3.0% | +13.0% | +10.0% |
| 3M | +28.2% | +15.0% | +13.2% | +26.6% |
| 6M | -2.9% | +13.1% | -16.0% | -4.3% |
| YTD | +16.0% | +9.0% | +6.9% | +14.1% |
| 1Y | +49.9% | +0.1% | +49.7% | +48.1% |
| 3Y | +263.6% | +26.4% | +237.1% | +247.1% |
| All | +259.0% | +55.2% | +203.7% | +220.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling