+37.8%
GDXJ vs IBB
+745.4%
-707.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -8.1% | -0.5% | -7.6% | -7.8% |
| 30D | -5.5% | +4.6% | -10.0% | -7.2% |
| 3M | -14.6% | +6.8% | -21.4% | -16.8% |
| 6M | -23.2% | +23.1% | -46.3% | -29.4% |
| YTD | -13.0% | +26.0% | -39.0% | -20.4% |
| 1Y | +2.8% | +30.4% | -27.6% | -7.2% |
| 3Y | +221.5% | +85.4% | +136.0% | +151.9% |
| 5Y | +123.4% | +39.7% | +83.6% | +92.9% |
| 10Y | +238.2% | +127.1% | +111.1% | +142.0% |
| All | +37.8% | +745.4% | -707.7% | -69.7% |
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 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