+26.6%
GDXJ vs IOVA
-91.7%
+118.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | +4.3% | +5.1% | -0.8% | +4.2% |
| 30D | +8.4% | +37.2% | -28.8% | +7.7% |
| 3M | +25.5% | +117.5% | -92.0% | +23.2% |
| 6M | -6.3% | +69.6% | -75.9% | -7.8% |
| YTD | +12.1% | +218.7% | -206.6% | +8.9% |
| 1Y | +51.1% | +265.5% | -214.5% | +46.1% |
| 3Y | +296.1% | +46.2% | +249.9% | +283.7% |
| 5Y | +228.1% | -63.2% | +291.4% | +221.1% |
| 10Y | +211.8% | +6.1% | +205.7% | +199.6% |
| All | +26.6% | -91.7% | +118.4% | +12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling