+825.2%
CCJ vs IP
+26.3%
+798.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +4.1% |
| 7D | -7.3% | -5.1% | -2.2% | -5.9% |
| 30D | -20.0% | +8.5% | -28.5% | -21.9% |
| 3M | -23.8% | -13.8% | -10.0% | -20.6% |
| 6M | -42.4% | +5.7% | -48.1% | -43.7% |
| YTD | -22.1% | -9.1% | -12.9% | -21.5% |
| 1Y | -20.8% | -0.8% | -20.0% | -22.5% |
| 3Y | +75.7% | +14.8% | +60.9% | +53.5% |
| 5Y | +167.4% | -11.5% | +179.0% | +155.2% |
| All | +825.2% | +26.3% | +798.9% | +553.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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