+296.0%
GDX vs IQV
+242.6%
+53.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | -2.2% | -2.2% | +0.1% | -1.7% |
| 30D | +6.8% | +8.3% | -1.5% | +5.1% |
| 3M | +24.9% | +44.6% | -19.6% | +15.3% |
| 6M | -4.2% | +52.6% | -56.8% | -12.9% |
| YTD | +13.2% | +16.1% | -2.9% | +8.5% |
| 1Y | +40.2% | +37.3% | +2.9% | +29.5% |
| 3Y | +249.6% | +21.6% | +228.0% | +225.7% |
| 5Y | +230.4% | +0.5% | +229.9% | +216.1% |
| All | +296.0% | +242.6% | +53.4% | +192.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling