+169.7%
GDX vs IVZ
+196.5%
-26.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.6% | -1.3% |
| 7D | +0.7% | -2.8% | +3.5% | +1.2% |
| 30D | -3.8% | -2.2% | -1.6% | -3.4% |
| 3M | -5.4% | -8.1% | +2.6% | -4.0% |
| 6M | -12.7% | +3.8% | -16.5% | -13.2% |
| YTD | -0.7% | +11.5% | -12.1% | -2.7% |
| 1Y | +11.9% | +23.7% | -11.8% | +7.6% |
| 3Y | +223.9% | +145.8% | +78.1% | +172.0% |
| 5Y | +163.2% | +36.1% | +127.1% | +139.8% |
| 10Y | +349.2% | +42.4% | +306.7% | +284.2% |
| All | +169.7% | +196.5% | -26.8% | +32.9% |
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 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