+62.7%
CCJ vs IAG
+663.0%
-600.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | -0.8% | -7.7% | +6.9% | +1.9% |
| 30D | -13.2% | +1.6% | -14.8% | -13.9% |
| 3M | -27.6% | -2.4% | -25.2% | -27.4% |
| 6M | -38.7% | -7.8% | -30.9% | -37.8% |
| YTD | -22.7% | +5.0% | -27.7% | -25.2% |
| 1Y | -17.6% | +25.7% | -43.3% | -24.2% |
| 3Y | +62.7% | +694.5% | -631.8% | -5.7% |
| All | +62.7% | +663.0% | -600.3% | -5.7% |
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