+77.5%
GDXJ vs IVZ
+162.9%
-85.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -0.6% |
| 7D | +4.3% | +1.1% | +3.2% | +4.0% |
| 30D | +8.4% | +3.1% | +5.3% | +7.6% |
| 3M | +25.5% | +18.2% | +7.3% | +20.8% |
| 6M | -6.3% | +38.6% | -45.0% | -12.9% |
| YTD | +12.1% | +25.9% | -13.8% | +6.2% |
| 1Y | +51.1% | +51.7% | -0.6% | +37.3% |
| 3Y | +296.1% | +138.7% | +157.4% | +219.2% |
| 5Y | +228.1% | +62.8% | +165.3% | +179.9% |
| 10Y | +211.8% | +60.9% | +150.9% | +152.6% |
| All | +77.5% | +162.9% | -85.4% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling