+221.5%
GDXJ vs IOVA
+99.0%
+122.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.7% |
| 7D | -8.1% | -3.5% | -4.6% | -7.8% |
| 30D | -5.5% | -45.4% | +39.9% | -1.6% |
| 3M | -14.6% | +19.0% | -33.6% | -16.5% |
| 6M | -23.2% | +112.0% | -135.2% | -28.6% |
| YTD | -13.0% | +184.2% | -197.2% | -21.5% |
| 1Y | +2.8% | +222.0% | -219.2% | -8.2% |
| 3Y | +221.5% | +92.6% | +128.9% | +175.9% |
| All | +221.5% | +99.0% | +122.5% | +175.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling