+281.7%
GDXJ vs IYR
+28.0%
+253.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.3% |
| 7D | -6.2% | -2.8% | -3.4% | -4.3% |
| 30D | +4.6% | -2.5% | +7.2% | +6.6% |
| 3M | +31.3% | -3.0% | +34.2% | +33.7% |
| 6M | -10.7% | +1.6% | -12.3% | -11.9% |
| YTD | +9.1% | +7.3% | +1.8% | +3.4% |
| 1Y | +44.1% | +5.6% | +38.5% | +38.0% |
| All | +281.7% | +28.0% | +253.7% | +219.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling