+228.4%
GDXJ vs IAG
+796.9%
-568.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.8% | -2.8% |
| 7D | -6.2% | -4.1% | -2.2% | -4.0% |
| 30D | +4.6% | +10.6% | -6.0% | -0.9% |
| 3M | +31.3% | +35.4% | -4.1% | +11.2% |
| 6M | -10.7% | -9.5% | -1.1% | -5.5% |
| YTD | +9.1% | +21.8% | -12.8% | -0.9% |
| 1Y | +44.1% | +84.1% | -40.0% | +6.7% |
| 3Y | +285.4% | +817.4% | -532.0% | +23.9% |
| 5Y | +228.4% | +830.1% | -601.7% | -3.7% |
| All | +228.4% | +796.9% | -568.5% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling