+79.5%
GDXJ vs IBB
+743.1%
-663.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +0.2% | +1.4% | -1.2% | -0.4% |
| 30D | +17.9% | +10.5% | +7.4% | +13.3% |
| 3M | +15.3% | +23.6% | -8.3% | +5.9% |
| 6M | -9.4% | +22.6% | -32.1% | -16.4% |
| YTD | +13.4% | +25.7% | -12.3% | +3.9% |
| 1Y | +59.7% | +51.4% | +8.3% | +36.0% |
| 3Y | +283.6% | +64.4% | +219.2% | +214.6% |
| 5Y | +217.6% | +22.1% | +195.5% | +187.1% |
| 10Y | +225.7% | +132.5% | +93.2% | +131.0% |
| All | +79.5% | +743.1% | -663.6% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling