+258.2%
GDX vs IOT
+61.4%
+196.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.4% |
| 7D | -0.4% | -2.3% | +1.9% | -0.3% |
| 30D | +18.6% | +3.8% | +14.8% | +18.3% |
| 3M | +14.9% | +14.2% | +0.7% | +13.5% |
| 6M | -6.3% | +40.1% | -46.4% | -9.2% |
| YTD | +15.7% | +13.4% | +2.3% | +13.6% |
| 1Y | +54.8% | +12.2% | +42.7% | +51.7% |
| 3Y | +253.4% | +30.0% | +223.5% | +236.8% |
| All | +258.2% | +61.4% | +196.7% | +219.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling