+285.7%
GDXJ vs IBB
+61.1%
+224.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -2.8% | -4.2% | +1.4% | +0.1% |
| 30D | +5.0% | +1.1% | +3.9% | +4.4% |
| 3M | +24.1% | +19.0% | +5.0% | +11.1% |
| 6M | -7.4% | +18.9% | -26.2% | -16.7% |
| YTD | +10.2% | +20.3% | -10.1% | -1.2% |
| 1Y | +42.5% | +41.5% | +1.1% | +18.3% |
| 3Y | +285.7% | +60.3% | +225.4% | +201.7% |
| All | +285.7% | +61.1% | +224.6% | +201.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling