+21.8%
GDXJ vs IEF
-1.9%
+23.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.5% | +9.1% | +7.8% |
| 7D | -0.2% | +0.9% | -1.1% | -3.1% |
| 30D | -7.6% | +3.1% | -10.7% | -17.5% |
| 3M | +2.3% | -1.4% | +3.6% | +8.6% |
| 6M | -7.8% | -1.6% | -6.3% | -0.9% |
| YTD | -8.4% | -2.1% | -6.3% | +4.6% |
| 1Y | +21.8% | -2.0% | +23.8% | +39.3% |
| All | +21.8% | -1.9% | +23.7% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling