+1,056.5%
CCJ vs IFF
-20.3%
+1,076.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | -4.0% | -3.2% | -0.9% | -3.0% |
| 30D | -2.4% | -0.3% | -2.1% | -2.3% |
| 3M | -2.3% | +8.4% | -10.8% | -5.4% |
| 6M | -16.2% | +23.0% | -39.2% | -22.5% |
| YTD | +5.7% | +25.5% | -19.8% | -3.4% |
| 1Y | +21.3% | +29.1% | -7.8% | +9.0% |
| 3Y | +159.4% | +31.7% | +127.7% | +124.5% |
| 5Y | +300.7% | -35.2% | +335.9% | +344.6% |
| All | +1,056.5% | -20.3% | +1,076.7% | +1,052.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 10y: compounded portfolio wealth divided by compounded IFF 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…
10y analysis · Full analysis span regression · 6 months rolling