+99.3%
GDX vs IOVA
-91.6%
+190.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.2% |
| 7D | -0.4% | +9.7% | -10.1% | -0.5% |
| 30D | +18.6% | +102.5% | -83.9% | +17.1% |
| 3M | +14.9% | +100.7% | -85.8% | +13.3% |
| 6M | -6.3% | +106.3% | -112.6% | -7.7% |
| YTD | +15.7% | +222.0% | -206.2% | +13.0% |
| 1Y | +54.8% | +299.5% | -244.7% | +50.6% |
| 3Y | +253.4% | +42.9% | +210.5% | +244.6% |
| 5Y | +219.7% | -65.0% | +284.6% | +214.1% |
| 10Y | +300.2% | +10.3% | +289.9% | +286.2% |
| All | +99.3% | -91.6% | +190.9% | +81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling