-25.9%
CCJ vs IRE
-97.6%
+71.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -23.2% | +22.0% | +1.7% |
| 7D | -14.5% | -46.8% | +32.3% | -8.6% |
| 30D | -18.1% | -75.5% | +57.5% | -4.9% |
| 3M | -23.0% | -79.4% | +56.4% | -10.5% |
| 6M | -39.4% | -91.3% | +51.9% | -27.5% |
| YTD | -21.7% | -90.8% | +69.2% | -12.2% |
| 1Y | -25.9% | -97.7% | +71.8% | -9.3% |
| All | -25.9% | -97.6% | +71.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling