+228.9%
GDX vs IOVA
-64.9%
+293.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -0.4% | +9.7% | -10.1% | -1.0% |
| 30D | +18.6% | +102.5% | -83.9% | +13.3% |
| 3M | +14.9% | +100.7% | -85.8% | +9.5% |
| 6M | -6.3% | +106.3% | -112.6% | -11.3% |
| YTD | +15.7% | +222.0% | -206.2% | +6.3% |
| 1Y | +54.8% | +299.5% | -244.7% | +40.0% |
| 3Y | +253.4% | +42.9% | +210.5% | +221.6% |
| All | +228.9% | -64.9% | +293.7% | +212.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling