+301.7%
CCJ vs IOVA
-91.7%
+393.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.2% |
| 7D | +5.9% | +5.1% | +0.9% | +5.8% |
| 30D | +4.7% | +37.2% | -32.5% | +3.9% |
| 3M | -3.3% | +117.5% | -120.8% | -5.4% |
| 6M | -7.0% | +69.6% | -76.6% | -8.7% |
| YTD | +11.5% | +218.7% | -207.2% | +7.7% |
| 1Y | +32.3% | +265.5% | -233.3% | +27.1% |
| 3Y | +176.8% | +46.2% | +130.6% | +166.4% |
| 5Y | +351.8% | -63.2% | +415.0% | +341.1% |
| 10Y | +1,080.5% | +6.1% | +1,074.4% | +1,028.1% |
| All | +301.7% | -91.7% | +393.4% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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