+79.8%
GDXJ vs IEF
+48.0%
+31.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.7% |
| 7D | +0.9% | -0.3% | +1.2% | +1.3% |
| 30D | +8.8% | -0.6% | +9.4% | +9.6% |
| 3M | +29.8% | -1.0% | +30.8% | +31.5% |
| 6M | -5.8% | -3.1% | -2.7% | -2.0% |
| YTD | +13.6% | -1.9% | +15.5% | +16.6% |
| 1Y | +54.5% | -1.4% | +55.8% | +57.6% |
| 3Y | +301.4% | +9.8% | +291.6% | +266.6% |
| 5Y | +236.3% | -8.8% | +245.2% | +262.1% |
| 10Y | +240.1% | +4.7% | +235.4% | +226.5% |
| All | +79.8% | +48.0% | +31.8% | +142.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling