+315.3%
GDX vs IOVA
+4.5%
+310.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.1% | +4.2% | +1.2% |
| 7D | +1.9% | -2.2% | +4.1% | +2.0% |
| 30D | +9.9% | +31.7% | -21.8% | +8.4% |
| 3M | +28.2% | +117.3% | -89.1% | +22.9% |
| 6M | -2.9% | +55.8% | -58.7% | -5.9% |
| YTD | +16.0% | +208.8% | -192.8% | +8.6% |
| 1Y | +49.9% | +255.7% | -205.8% | +39.1% |
| 3Y | +263.6% | +41.7% | +221.9% | +238.1% |
| 5Y | +233.6% | -64.9% | +298.5% | +217.2% |
| 10Y | +315.3% | +6.3% | +309.0% | +334.3% |
| All | +315.3% | +4.5% | +310.9% | +334.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded IOVA 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling