+123.6%
GDXJ vs IBB
+39.3%
+84.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -8.1% | -0.5% | -7.6% | -7.7% |
| 30D | -5.5% | +4.6% | -10.0% | -8.1% |
| 3M | -14.6% | +6.8% | -21.4% | -18.0% |
| 6M | -23.2% | +23.1% | -46.3% | -32.3% |
| YTD | -13.0% | +26.0% | -39.0% | -23.9% |
| 1Y | +2.8% | +30.4% | -27.6% | -11.7% |
| 3Y | +221.5% | +85.4% | +136.0% | +126.2% |
| All | +123.6% | +39.3% | +84.3% | +71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling