+42.5%
GDXJ vs IWF
+7.1%
+35.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | -0.1% |
| 7D | -2.8% | -0.9% | -1.9% | -1.4% |
| 30D | +5.0% | -1.7% | +6.7% | +7.7% |
| 3M | +24.1% | +0.7% | +23.4% | +23.0% |
| 6M | -7.4% | +8.6% | -15.9% | -16.0% |
| YTD | +10.2% | +3.5% | +6.7% | +4.9% |
| 1Y | +42.5% | +7.0% | +35.5% | +21.8% |
| All | +42.5% | +7.1% | +35.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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