+258.1%
GDX vs IQV
+19.8%
+238.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.2% |
| 7D | +1.9% | -2.6% | +4.5% | +2.3% |
| 30D | +9.9% | +6.2% | +3.7% | +9.1% |
| 3M | +28.2% | +38.0% | -9.8% | +22.3% |
| 6M | -2.9% | +43.9% | -46.8% | -8.3% |
| YTD | +16.0% | +14.0% | +2.0% | +12.9% |
| 1Y | +49.9% | +35.5% | +14.4% | +42.2% |
| All | +258.1% | +19.8% | +238.3% | +250.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling