+62.7%
CCJ vs IBB
+86.1%
-23.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.2% |
| 7D | -0.8% | -0.5% | -0.3% | -0.4% |
| 30D | -13.2% | +4.6% | -17.7% | -15.0% |
| 3M | -27.6% | +6.8% | -34.5% | -30.0% |
| 6M | -38.7% | +23.1% | -61.8% | -44.9% |
| YTD | -22.7% | +26.0% | -48.7% | -31.2% |
| 1Y | -17.6% | +30.4% | -48.0% | -27.6% |
| 3Y | +62.7% | +85.4% | -22.7% | +28.6% |
| All | +62.7% | +86.1% | -23.4% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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