+283.8%
GDX vs IVV
+315.6%
-31.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | +18.6% | +0.1% | +18.5% | +18.6% |
| 3M | +14.9% | +2.0% | +12.9% | +14.1% |
| 6M | -6.3% | +13.0% | -19.3% | -10.8% |
| YTD | +15.7% | +13.6% | +2.1% | +10.0% |
| 1Y | +54.8% | +20.1% | +34.8% | +44.0% |
| 3Y | +253.4% | +77.6% | +175.8% | +180.0% |
| 5Y | +219.7% | +82.5% | +137.2% | +147.1% |
| All | +283.8% | +315.6% | -31.8% | +122.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling