+2,443.6%
CCJ vs IAG
+377.5%
+2,066.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | +0.7% | -0.5% | +1.3% | +0.8% |
| 30D | +6.9% | +28.9% | -22.0% | +0.3% |
| 3M | -11.6% | +19.1% | -30.8% | -15.5% |
| 6M | -16.2% | -10.3% | -6.0% | -14.6% |
| YTD | +10.1% | +24.2% | -14.1% | +3.4% |
| 1Y | +32.3% | +116.5% | -84.2% | +8.8% |
| 3Y | +171.3% | +742.8% | -571.5% | +55.9% |
| 5Y | +372.4% | +753.3% | -380.9% | +153.3% |
| 10Y | +1,070.0% | +403.2% | +666.8% | +495.9% |
| All | +2,443.6% | +377.5% | +2,066.1% | +692.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling