+72.7%
GDXJ vs IFF
+195.4%
-122.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -6.2% | -2.8% | -3.4% | -5.3% |
| 30D | +4.6% | -1.1% | +5.8% | +5.1% |
| 3M | +31.3% | +13.8% | +17.4% | +25.6% |
| 6M | -10.7% | +16.7% | -27.3% | -15.4% |
| YTD | +9.1% | +26.1% | -17.1% | +0.6% |
| 1Y | +44.1% | +33.5% | +10.6% | +30.0% |
| 3Y | +285.4% | +31.6% | +253.8% | +244.4% |
| 5Y | +228.4% | -34.9% | +263.3% | +257.5% |
| 10Y | +226.5% | -20.3% | +246.8% | +207.6% |
| All | +72.7% | +195.4% | -122.7% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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