+256.9%
GDXJ vs IBB
+133.2%
+123.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +0.3% | -1.4% | +1.6% | +0.9% |
| 30D | -7.4% | +6.8% | -14.2% | -10.4% |
| 3M | -11.9% | +9.2% | -21.1% | -15.5% |
| 6M | -19.3% | +28.3% | -47.6% | -28.1% |
| YTD | -8.1% | +29.4% | -37.5% | -18.1% |
| 1Y | +9.1% | +33.2% | -24.1% | -3.9% |
| 3Y | +236.2% | +90.2% | +146.0% | +153.4% |
| 5Y | +136.3% | +44.0% | +92.4% | +96.6% |
| 10Y | +256.9% | +133.1% | +123.8% | +163.8% |
| All | +256.9% | +133.2% | +123.7% | +163.8% |
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