+215.1%
GDXJ vs IONS
+87.6%
+127.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.6% | +1.3% |
| 7D | -2.8% | -6.7% | +3.9% | -2.1% |
| 30D | +5.0% | -4.1% | +9.1% | +5.4% |
| 3M | +24.1% | -26.6% | +50.6% | +27.3% |
| 6M | -7.4% | -27.5% | +20.2% | -4.8% |
| YTD | +10.2% | -31.5% | +41.7% | +14.0% |
| 1Y | +42.5% | -15.3% | +57.9% | +44.3% |
| 3Y | +285.7% | +31.3% | +254.4% | +267.0% |
| 5Y | +231.9% | +50.2% | +181.6% | +210.7% |
| All | +215.1% | +87.6% | +127.5% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling