+296.1%
GDXJ vs IONS
+39.5%
+256.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.8% |
| 7D | +4.3% | -5.3% | +9.6% | +5.0% |
| 30D | +8.4% | +0.3% | +8.2% | +8.4% |
| 3M | +25.5% | -22.9% | +48.4% | +28.2% |
| 6M | -6.3% | -23.4% | +17.1% | -4.3% |
| YTD | +12.1% | -28.3% | +40.4% | +15.8% |
| 1Y | +51.1% | -7.0% | +58.1% | +51.8% |
| 3Y | +296.1% | +37.6% | +258.5% | +279.7% |
| All | +296.1% | +39.5% | +256.5% | +279.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling