+74.5%
GDXJ vs IBKR
+2,697.9%
-2,623.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.6% |
| 7D | -2.8% | -1.3% | -1.5% | -2.6% |
| 30D | +5.0% | -0.2% | +5.2% | +5.0% |
| 3M | +24.1% | +3.0% | +21.1% | +23.4% |
| 6M | -7.4% | +33.9% | -41.2% | -11.7% |
| YTD | +10.2% | +42.5% | -32.3% | +4.3% |
| 1Y | +42.5% | +44.9% | -2.3% | +34.5% |
| 3Y | +285.7% | +293.0% | -7.3% | +211.0% |
| 5Y | +231.9% | +497.7% | -265.8% | +146.4% |
| 10Y | +230.0% | +1,004.4% | -774.4% | +115.6% |
| All | +74.5% | +2,697.9% | -2,623.4% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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