+231.2%
GDXJ vs IONS
-32.1%
+263.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.4% | -7.0% | -1.3% |
| 7D | -8.1% | -26.3% | +18.2% | -5.3% |
| 30D | -5.5% | -31.9% | +26.5% | -1.7% |
| 3M | -14.6% | -48.0% | +33.4% | -8.4% |
| 6M | -23.2% | -62.6% | +39.3% | -15.2% |
| YTD | -13.0% | -63.3% | +50.3% | -3.6% |
| 1Y | +2.8% | -58.4% | +61.1% | +12.3% |
| 3Y | +221.5% | -38.2% | +259.7% | +230.4% |
| 5Y | +123.4% | -11.1% | +134.5% | +120.8% |
| All | +231.2% | -32.1% | +263.3% | +242.9% |
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