-10.0%
CCJ vs IRE
-97.5%
+87.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +12.1% | -10.1% | +0.6% |
| 7D | +3.7% | -15.1% | +18.8% | +4.0% |
| 30D | -13.7% | -71.4% | +57.7% | -3.8% |
| 3M | -24.7% | -81.2% | +56.4% | -13.5% |
| 6M | -38.1% | -93.7% | +55.6% | -24.2% |
| YTD | -18.8% | -92.2% | +73.4% | -7.8% |
| 1Y | -19.5% | -97.3% | +77.7% | -6.3% |
| All | -10.0% | -97.5% | +87.4% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling