+310.9%
GDX vs IOVA
+7.8%
+303.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.8% |
| 7D | +4.0% | +5.1% | -1.1% | +3.7% |
| 30D | +9.5% | +37.2% | -27.7% | +7.8% |
| 3M | +25.1% | +117.5% | -92.4% | +19.9% |
| 6M | -2.9% | +69.6% | -72.5% | -6.3% |
| YTD | +14.7% | +218.7% | -203.9% | +7.3% |
| 1Y | +47.4% | +265.5% | -218.1% | +36.6% |
| 3Y | +259.7% | +46.2% | +213.5% | +234.0% |
| 5Y | +227.7% | -63.2% | +290.9% | +211.0% |
| All | +310.9% | +7.8% | +303.1% | +329.1% |
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