-25.9%
CCJ vs IOT
+8.2%
-34.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.2% |
| 7D | -14.5% | -0.5% | -14.0% | -14.5% |
| 30D | -18.1% | +1.0% | -19.0% | -18.1% |
| 3M | -23.0% | +10.9% | -33.9% | -22.9% |
| 6M | -39.4% | +39.9% | -79.3% | -39.4% |
| YTD | -21.7% | +20.8% | -42.4% | -21.0% |
| 1Y | -25.9% | +10.6% | -36.5% | -25.4% |
| All | -25.9% | +8.2% | -34.1% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling