+319.2%
GDX vs IOVA
+12.2%
+307.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.4% |
| 7D | +11.5% | -8.5% | +19.9% | +11.9% |
| 30D | -3.1% | -44.7% | +41.6% | -0.7% |
| 3M | -4.4% | +26.2% | -30.7% | -6.2% |
| 6M | -8.6% | +123.2% | -131.8% | -13.2% |
| YTD | +0.8% | +196.0% | -195.1% | -6.0% |
| 1Y | +14.7% | +240.9% | -226.3% | +6.1% |
| 3Y | +228.8% | +103.5% | +125.2% | +200.4% |
| 5Y | +173.4% | -65.5% | +238.8% | +158.6% |
| 10Y | +319.2% | +7.0% | +312.2% | +308.6% |
| All | +319.2% | +12.2% | +307.0% | +308.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling