+215.1%
GDXJ vs IAG
+427.6%
-212.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.5% |
| 7D | -2.8% | -1.1% | -1.7% | -2.1% |
| 30D | +5.0% | +12.1% | -7.2% | -1.9% |
| 3M | +24.1% | +25.5% | -1.5% | +8.3% |
| 6M | -7.4% | -7.1% | -0.2% | -2.9% |
| YTD | +10.2% | +22.9% | -12.6% | -2.1% |
| 1Y | +42.5% | +83.3% | -40.8% | +0.2% |
| 3Y | +285.7% | +808.5% | -522.8% | -4.1% |
| 5Y | +231.9% | +838.0% | -606.1% | -30.9% |
| All | +215.1% | +427.6% | -212.5% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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