+220.4%
GDXJ vs IEF
-9.5%
+229.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.3% |
| 7D | -2.8% | -1.3% | -1.5% | -0.8% |
| 30D | +5.0% | -1.7% | +6.7% | +7.9% |
| 3M | +24.1% | -2.5% | +26.6% | +29.2% |
| 6M | -7.4% | -3.3% | -4.1% | -1.9% |
| YTD | +10.2% | -2.8% | +13.0% | +15.9% |
| 1Y | +42.5% | -2.7% | +45.3% | +49.5% |
| 3Y | +285.7% | +8.9% | +276.8% | +243.6% |
| All | +220.4% | -9.5% | +229.9% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling