+166.4%
IWM vs GDXJ
+237.3%
-70.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.3% |
| 7D | -2.4% | -2.8% | +0.4% | -2.0% |
| 30D | -4.6% | +5.0% | -9.5% | -5.4% |
| 3M | -0.3% | +24.1% | -24.4% | -3.9% |
| 6M | +14.7% | -7.4% | +22.1% | +14.9% |
| YTD | +17.8% | +10.2% | +7.6% | +14.5% |
| 1Y | +21.2% | +42.5% | -21.3% | +13.0% |
| 3Y | +62.3% | +285.7% | -223.4% | +29.1% |
| 5Y | +38.7% | +231.9% | -193.1% | +10.6% |
| All | +166.4% | +237.3% | -70.9% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling