+231.2%
GDXJ vs IOVA
+0.8%
+230.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -8.1% | -3.5% | -4.6% | -7.9% |
| 30D | -5.5% | -45.4% | +39.9% | -2.2% |
| 3M | -14.6% | +19.0% | -33.6% | -16.3% |
| 6M | -23.2% | +112.0% | -135.2% | -28.1% |
| YTD | -13.0% | +184.2% | -197.2% | -20.7% |
| 1Y | +2.8% | +222.0% | -219.2% | -7.2% |
| 3Y | +221.5% | +92.6% | +128.9% | +184.3% |
| 5Y | +123.4% | -63.2% | +186.5% | +107.8% |
| All | +231.2% | +0.8% | +230.4% | +223.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling