+194.6%
GDX vs IOT
+66.1%
+128.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.8% | +0.9% | -7.7% | -6.8% |
| 30D | -2.1% | +1.4% | -3.5% | -2.2% |
| 3M | -7.5% | +0.5% | -8.0% | -7.7% |
| 6M | -15.2% | +50.3% | -65.5% | -17.9% |
| YTD | -4.8% | +16.7% | -21.5% | -6.8% |
| 1Y | +6.7% | +6.8% | -0.1% | +5.0% |
| 3Y | +212.7% | +75.5% | +137.3% | +193.3% |
| All | +194.6% | +66.1% | +128.5% | +161.6% |
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