+359.2%
CCJ vs IOT
+61.4%
+297.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | +0.7% | -2.3% | +3.1% | +1.1% |
| 30D | +6.9% | +3.8% | +3.1% | +6.1% |
| 3M | -11.6% | +14.2% | -25.8% | -14.3% |
| 6M | -16.2% | +40.1% | -56.3% | -22.9% |
| YTD | +10.1% | +13.4% | -3.3% | +4.9% |
| 1Y | +32.3% | +12.2% | +20.1% | +25.3% |
| 3Y | +171.3% | +30.0% | +141.3% | +140.9% |
| All | +359.2% | +61.4% | +297.8% | +249.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling