+228.4%
GDXJ vs IOVA
-66.4%
+294.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -3.7% |
| 7D | -6.2% | -6.4% | +0.2% | -5.7% |
| 30D | +4.6% | +25.4% | -20.8% | +2.8% |
| 3M | +31.3% | +115.3% | -84.1% | +22.9% |
| 6M | -10.7% | +56.5% | -67.2% | -14.9% |
| YTD | +9.1% | +198.2% | -189.1% | -1.4% |
| 1Y | +44.1% | +242.0% | -197.9% | +28.3% |
| 3Y | +285.4% | +36.8% | +248.6% | +242.8% |
| 5Y | +228.4% | -64.3% | +292.6% | +211.8% |
| All | +228.4% | -66.4% | +294.8% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling