+72.7%
GDXJ vs IJR
+588.5%
-515.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | -6.2% | -2.3% | -3.9% | -5.0% |
| 30D | +4.6% | -4.7% | +9.3% | +7.5% |
| 3M | +31.3% | +2.1% | +29.1% | +30.1% |
| 6M | -10.7% | +13.9% | -24.5% | -16.0% |
| YTD | +9.1% | +18.2% | -9.2% | +0.7% |
| 1Y | +44.1% | +21.8% | +22.3% | +31.1% |
| 3Y | +285.4% | +52.2% | +233.2% | +208.2% |
| 5Y | +228.4% | +40.1% | +188.3% | +171.6% |
| 10Y | +226.5% | +169.7% | +56.9% | +76.7% |
| All | +72.7% | +588.5% | -515.8% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling