+169.4%
CCJ vs IAG
+817.0%
-647.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -2.2% |
| 7D | +4.2% | +1.7% | +2.5% | +3.6% |
| 30D | +3.2% | +11.4% | -8.3% | -0.5% |
| 3M | -1.8% | +33.0% | -34.8% | -11.0% |
| 6M | -13.5% | -6.0% | -7.5% | -13.6% |
| YTD | +9.7% | +24.6% | -14.8% | +1.0% |
| 1Y | +30.0% | +105.0% | -75.0% | +4.6% |
| All | +169.4% | +817.0% | -647.6% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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