+220.4%
GDXJ vs IVZ
+61.1%
+159.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.0% |
| 30D | +5.0% | +3.0% | +1.9% | +3.9% |
| 3M | +24.1% | +14.9% | +9.2% | +18.6% |
| 6M | -7.4% | +36.7% | -44.1% | -15.7% |
| YTD | +10.2% | +25.7% | -15.5% | +2.2% |
| 1Y | +42.5% | +47.7% | -5.2% | +26.2% |
| 3Y | +285.7% | +138.8% | +146.9% | +186.2% |
| All | +220.4% | +61.1% | +159.3% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling