+77.5%
GDXJ vs IAG
+19.4%
+58.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | 0.0% |
| 7D | +4.3% | +4.3% | +0.1% | +1.7% |
| 30D | +8.4% | +9.8% | -1.3% | +2.4% |
| 3M | +25.5% | +28.9% | -3.4% | +7.3% |
| 6M | -6.3% | -7.6% | +1.2% | -1.3% |
| YTD | +12.1% | +22.0% | -9.9% | -0.6% |
| 1Y | +51.1% | +99.5% | -48.5% | -1.2% |
| 3Y | +296.1% | +818.3% | -522.2% | -9.4% |
| 5Y | +228.1% | +785.9% | -557.8% | -35.0% |
| 10Y | +211.8% | +381.1% | -169.3% | -22.0% |
| All | +77.5% | +19.4% | +58.1% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling