+79.8%
GDXJ vs IWF
+1,105.2%
-1,025.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +0.9% | +0.5% | +0.4% | +0.6% |
| 30D | +8.8% | -1.4% | +10.2% | +9.8% |
| 3M | +29.8% | +0.4% | +29.4% | +29.9% |
| 6M | -5.8% | +8.5% | -14.3% | -9.4% |
| YTD | +13.6% | +3.7% | +9.9% | +12.3% |
| 1Y | +54.5% | +8.5% | +46.0% | +49.0% |
| 3Y | +301.4% | +78.5% | +222.9% | +183.8% |
| 5Y | +236.3% | +73.6% | +162.7% | +136.5% |
| 10Y | +240.1% | +421.3% | -181.2% | +11.4% |
| All | +79.8% | +1,105.2% | -1,025.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling