+24.8%
GDX vs IVV
+14.7%
+10.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.4% | +5.6% |
| 7D | +0.8% | -0.7% | +1.5% | +2.5% |
| 30D | -3.2% | -1.0% | -2.2% | -0.8% |
| 3M | +8.6% | -0.3% | +8.9% | +9.9% |
| 6M | -1.2% | +7.4% | -8.6% | -12.5% |
| YTD | -1.4% | +13.4% | -14.7% | -20.6% |
| 1Y | +24.8% | +14.8% | +10.0% | -1.7% |
| All | +24.8% | +14.7% | +10.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVV.
Daily Out/Under-Performance
Portfolio return minus IVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVV 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 1y: compounded portfolio wealth divided by compounded IVV 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…
1y analysis · Full analysis span regression · 6 months rolling