+66.0%
IWM vs GDXJ
+294.3%
-228.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | +1.4% | +4.3% | -2.9% | +0.6% |
| 30D | -2.3% | +8.4% | -10.7% | -3.9% |
| 3M | +4.0% | +25.5% | -21.6% | -1.1% |
| 6M | +17.9% | -6.3% | +24.3% | +17.8% |
| YTD | +20.2% | +12.1% | +8.1% | +15.2% |
| 1Y | +25.0% | +51.1% | -26.1% | +12.2% |
| 3Y | +66.0% | +296.1% | -230.1% | +11.3% |
| All | +66.0% | +294.3% | -228.3% | +11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling