+315.3%
GDX vs IVZ
+60.3%
+255.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +1.9% | +1.2% | +0.7% | +1.7% |
| 30D | +9.9% | +1.8% | +8.1% | +9.7% |
| 3M | +28.2% | +15.7% | +12.5% | +25.8% |
| 6M | -2.9% | +36.3% | -39.2% | -6.4% |
| YTD | +16.0% | +24.9% | -9.0% | +12.7% |
| 1Y | +49.9% | +48.9% | +0.9% | +43.0% |
| 3Y | +263.6% | +136.8% | +126.8% | +228.4% |
| 5Y | +233.6% | +60.0% | +173.6% | +203.5% |
| 10Y | +315.3% | +63.4% | +252.0% | +281.6% |
| All | +315.3% | +60.3% | +255.0% | +281.6% |
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