+215.1%
GDXJ vs IBB
+125.5%
+89.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -4.2% | +1.4% | -0.8% |
| 30D | +5.0% | +1.1% | +3.9% | +4.6% |
| 3M | +24.1% | +19.0% | +5.0% | +14.7% |
| 6M | -7.4% | +18.9% | -26.2% | -14.0% |
| YTD | +10.2% | +20.3% | -10.1% | +2.0% |
| 1Y | +42.5% | +41.5% | +1.1% | +23.4% |
| 3Y | +285.7% | +60.3% | +225.4% | +215.1% |
| 5Y | +231.9% | +18.7% | +213.1% | +198.6% |
| All | +215.1% | +125.5% | +89.6% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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