+215.1%
GDXJ vs IYR
+69.7%
+145.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.6% |
| 7D | -2.8% | -1.4% | -1.4% | -2.1% |
| 30D | +5.0% | -2.7% | +7.6% | +6.6% |
| 3M | +24.1% | -2.1% | +26.2% | +25.3% |
| 6M | -7.4% | +3.6% | -10.9% | -9.1% |
| YTD | +10.2% | +8.1% | +2.1% | +5.6% |
| 1Y | +42.5% | +4.7% | +37.8% | +38.8% |
| 3Y | +285.7% | +29.1% | +256.6% | +235.1% |
| 5Y | +231.9% | +6.9% | +224.9% | +213.8% |
| All | +215.1% | +69.7% | +145.4% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling