+243.4%
GDX vs IOVA
+90.0%
+153.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.3% |
| 7D | +15.6% | +1.9% | +13.7% | +15.3% |
| 30D | +2.4% | -44.1% | +46.6% | +5.8% |
| 3M | +1.7% | +28.9% | -27.1% | -0.8% |
| 6M | -3.3% | +125.7% | -129.0% | -9.5% |
| YTD | +6.6% | +199.3% | -192.6% | -2.6% |
| 1Y | +27.0% | +255.2% | -228.2% | +14.8% |
| 3Y | +243.4% | +106.8% | +136.5% | +201.2% |
| All | +243.4% | +90.0% | +153.4% | +201.2% |
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