+214.2%
GDX vs IVZ
+242.4%
-28.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.4% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +18.6% | +4.0% | +14.6% | +17.7% |
| 3M | +14.9% | +18.2% | -3.3% | +11.5% |
| 6M | -6.3% | +32.8% | -39.1% | -10.9% |
| YTD | +15.7% | +28.7% | -13.0% | +10.4% |
| 1Y | +54.8% | +55.4% | -0.5% | +42.9% |
| 3Y | +253.4% | +135.2% | +118.2% | +198.3% |
| 5Y | +219.7% | +64.2% | +155.5% | +181.1% |
| 10Y | +300.2% | +64.6% | +235.6% | +233.0% |
| All | +214.2% | +242.4% | -28.3% | +50.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling