+357.7%
CCJ vs IOT
+55.2%
+302.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.2% | -0.9% |
| 7D | +4.2% | +5.1% | -0.9% | +3.3% |
| 30D | +3.2% | -3.0% | +6.2% | +3.6% |
| 3M | -1.8% | +15.0% | -16.8% | -4.9% |
| 6M | -13.5% | +13.1% | -26.7% | -16.8% |
| YTD | +9.7% | +9.0% | +0.7% | +5.3% |
| 1Y | +30.0% | +0.1% | +29.9% | +26.3% |
| 3Y | +172.6% | +26.4% | +146.2% | +143.0% |
| All | +357.7% | +55.2% | +302.5% | +250.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling