+212.7%
GDX vs IOVA
+99.0%
+113.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | -6.8% | -3.5% | -3.3% | -6.6% |
| 30D | -2.1% | -45.4% | +43.3% | +1.3% |
| 3M | -7.5% | +19.0% | -26.5% | -9.4% |
| 6M | -15.2% | +112.0% | -127.2% | -20.3% |
| YTD | -4.8% | +184.2% | -189.1% | -12.8% |
| 1Y | +6.7% | +222.0% | -215.3% | -3.0% |
| 3Y | +212.7% | +92.6% | +120.2% | +176.3% |
| All | +212.7% | +99.0% | +113.8% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling