+327.3%
GDX vs IVZ
+40.3%
+287.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.9% |
| 7D | -4.6% | +5.1% | -9.7% | -5.2% |
| 30D | -6.2% | -1.6% | -4.6% | -6.0% |
| 3M | -10.0% | -9.1% | -0.9% | -8.9% |
| 6M | -15.8% | +1.8% | -17.5% | -15.9% |
| YTD | -4.6% | +10.8% | -15.4% | -5.8% |
| 1Y | +4.0% | +19.1% | -15.1% | +1.9% |
| 3Y | +211.1% | +144.4% | +66.7% | +182.1% |
| 5Y | +152.3% | +33.6% | +118.7% | +133.4% |
| All | +327.3% | +40.3% | +287.0% | +295.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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