+344.1%
CCJ vs IOT
+54.4%
+289.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.9% |
| 7D | -3.2% | -0.8% | -2.4% | -3.1% |
| 30D | -1.3% | -4.7% | +3.3% | -0.7% |
| 3M | +2.5% | +17.8% | -15.3% | -1.2% |
| 6M | -18.9% | +16.8% | -35.7% | -22.3% |
| YTD | +6.5% | +8.4% | -2.0% | +2.2% |
| 1Y | +22.8% | -0.8% | +23.6% | +19.5% |
| 3Y | +164.5% | +25.7% | +138.7% | +136.0% |
| All | +344.1% | +54.4% | +289.7% | +240.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling