+351.8%
CCJ vs IBN
+56.7%
+295.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.8% | +2.3% |
| 7D | +5.9% | -2.2% | +8.1% | +6.9% |
| 30D | +4.7% | -2.3% | +7.0% | +5.7% |
| 3M | -3.3% | +15.9% | -19.2% | -9.8% |
| 6M | -7.0% | +5.6% | -12.6% | -9.5% |
| YTD | +11.5% | -0.1% | +11.5% | +10.8% |
| 1Y | +32.3% | -6.5% | +38.8% | +34.8% |
| 3Y | +176.8% | +29.3% | +147.5% | +131.6% |
| 5Y | +351.8% | +56.6% | +295.2% | +223.5% |
| All | +351.8% | +56.7% | +295.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 5y: compounded portfolio wealth divided by compounded IBN 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…
5y analysis · Full analysis span regression · 6 months rolling