+4,993.4%
CCJ vs IBN
+1,760.3%
+3,233.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.8% | -1.6% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -13.2% | +22.1% | -35.3% | -17.9% |
| 3M | -27.6% | +17.1% | -44.7% | -30.8% |
| 6M | -38.7% | +35.5% | -74.3% | -43.7% |
| YTD | -22.7% | +16.8% | -39.5% | -26.1% |
| 1Y | -17.6% | +12.4% | -30.0% | -20.4% |
| 3Y | +62.7% | +58.0% | +4.6% | +41.8% |
| 5Y | +159.7% | +73.7% | +86.0% | +120.9% |
| 10Y | +769.3% | +385.6% | +383.8% | +428.6% |
| All | +4,993.4% | +1,760.3% | +3,233.1% | +2,069.9% |
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