+72.7%
GDXJ vs IYR
+307.4%
-234.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.4% |
| 7D | -6.2% | -2.8% | -3.4% | -4.6% |
| 30D | +4.6% | -2.5% | +7.2% | +6.3% |
| 3M | +31.3% | -3.0% | +34.2% | +33.4% |
| 6M | -10.7% | +1.6% | -12.3% | -11.5% |
| YTD | +9.1% | +7.3% | +1.8% | +4.5% |
| 1Y | +44.1% | +5.6% | +38.5% | +39.3% |
| 3Y | +285.4% | +28.1% | +257.3% | +230.6% |
| 5Y | +228.4% | +6.1% | +222.3% | +212.6% |
| 10Y | +226.5% | +67.7% | +158.9% | +126.8% |
| All | +72.7% | +307.4% | -234.7% | -40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling