+59.7%
GDXJ vs IVZ
+56.4%
+3.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.1% |
| 7D | +0.2% | +0.6% | -0.5% | -0.2% |
| 30D | +17.9% | +4.0% | +13.9% | +15.1% |
| 3M | +15.3% | +18.2% | -2.9% | +4.6% |
| 6M | -9.4% | +32.8% | -42.3% | -22.1% |
| YTD | +13.4% | +28.7% | -15.3% | -4.2% |
| 1Y | +59.7% | +55.4% | +4.3% | +26.2% |
| All | +59.7% | +56.4% | +3.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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