-22.5%
CCJ vs IRE
-98.1%
+75.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -15.8% | +12.5% | -1.3% |
| 7D | +0.4% | -41.9% | +42.3% | +5.4% |
| 30D | -17.2% | -75.1% | +57.8% | -5.1% |
| 3M | -25.1% | -82.4% | +57.3% | -12.0% |
| 6M | -37.6% | -95.5% | +57.9% | -18.4% |
| YTD | -20.4% | -93.1% | +72.7% | -9.7% |
| 1Y | -22.5% | -97.8% | +75.3% | -1.4% |
| All | -22.5% | -98.1% | +75.6% | -1.4% |
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