+259.2%
GDXJ vs IOT
+55.2%
+204.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.1% | +1.7% |
| 7D | +0.9% | +5.1% | -4.1% | +0.5% |
| 30D | +8.8% | -3.0% | +11.9% | +9.0% |
| 3M | +29.8% | +15.0% | +14.9% | +27.5% |
| 6M | -5.8% | +13.1% | -19.0% | -7.8% |
| YTD | +13.6% | +9.0% | +4.6% | +11.0% |
| 1Y | +54.5% | +0.1% | +54.3% | +51.9% |
| 3Y | +301.4% | +26.4% | +274.9% | +275.0% |
| All | +259.2% | +55.2% | +204.0% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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