+48.3%
IEMG vs GDXJ
+229.9%
-181.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.0% |
| 7D | -1.3% | -2.8% | +1.5% | -0.6% |
| 30D | +1.9% | +5.0% | -3.0% | +0.5% |
| 3M | +1.4% | +24.1% | -22.7% | -4.3% |
| 6M | +15.2% | -7.4% | +22.5% | +15.4% |
| YTD | +23.8% | +10.2% | +13.6% | +18.7% |
| 1Y | +30.7% | +42.5% | -11.9% | +17.3% |
| 3Y | +83.3% | +285.7% | -202.4% | +26.6% |
| All | +48.3% | +229.9% | -181.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 5y: compounded portfolio wealth divided by compounded GDXJ 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…
5y analysis · Full analysis span regression · 6 months rolling