+156.3%
CCJ vs IP
-12.5%
+168.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -3.8% |
| 7D | -18.2% | -5.0% | -13.2% | -17.3% |
| 30D | -26.5% | +6.5% | -33.1% | -27.6% |
| 3M | -27.5% | -18.0% | -9.5% | -24.6% |
| 6M | -40.3% | +10.3% | -50.6% | -41.6% |
| YTD | -25.3% | -9.9% | -15.4% | -24.6% |
| 1Y | -28.1% | -1.1% | -27.1% | -29.0% |
| 3Y | +63.8% | +13.0% | +50.8% | +46.5% |
| 5Y | +156.3% | -12.3% | +168.6% | +165.9% |
| All | +156.3% | -12.5% | +168.8% | +165.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling