+21.8%
GDXJ vs IOVA
+362.8%
-341.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.5% | +11.1% | +9.8% |
| 7D | -0.2% | -41.3% | +41.1% | +4.7% |
| 30D | -7.6% | -38.5% | +30.9% | -3.7% |
| 3M | +2.3% | +99.5% | -97.3% | -6.2% |
| 6M | -7.8% | +126.0% | -133.8% | -17.3% |
| YTD | -8.4% | +218.7% | -227.1% | -22.4% |
| 1Y | +21.8% | +378.0% | -356.2% | -0.1% |
| All | +21.8% | +362.8% | -341.0% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling