+14.7%
GDX vs IOVA
+233.9%
-219.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.3% |
| 7D | +11.5% | -8.5% | +19.9% | +12.3% |
| 30D | -3.1% | -44.7% | +41.6% | +1.9% |
| 3M | -4.4% | +26.2% | -30.7% | -8.3% |
| 6M | -8.6% | +123.2% | -131.8% | -18.0% |
| YTD | +0.8% | +196.0% | -195.1% | -15.0% |
| 1Y | +14.7% | +240.9% | -226.3% | -5.4% |
| All | +14.7% | +233.9% | -219.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling