+7,154.5%
CCJ vs IBN
+1,532.9%
+5,621.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.7% | +1.4% | -0.7% | +0.3% |
| 30D | +6.9% | -0.3% | +7.2% | +6.9% |
| 3M | -11.6% | +17.1% | -28.8% | -15.4% |
| 6M | -16.2% | +3.4% | -19.6% | -17.0% |
| YTD | +10.1% | +2.5% | +7.6% | +9.2% |
| 1Y | +32.3% | -4.2% | +36.4% | +33.2% |
| 3Y | +171.3% | +32.4% | +138.9% | +148.3% |
| 5Y | +372.4% | +59.2% | +313.2% | +311.6% |
| 10Y | +1,070.0% | +345.7% | +724.4% | +625.3% |
| All | +7,154.5% | +1,532.9% | +5,621.6% | +3,107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling