+285.7%
GDXJ vs IJR
+52.1%
+233.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.5% | +0.7% |
| 7D | -2.8% | -2.2% | -0.6% | -1.3% |
| 30D | +5.0% | -4.6% | +9.6% | +8.5% |
| 3M | +24.1% | +0.2% | +23.8% | +24.1% |
| 6M | -7.4% | +14.7% | -22.1% | -14.3% |
| YTD | +10.2% | +18.9% | -8.6% | +0.2% |
| 1Y | +42.5% | +19.9% | +22.6% | +29.0% |
| 3Y | +285.7% | +53.0% | +232.7% | +194.1% |
| All | +285.7% | +52.1% | +233.7% | +194.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling