+1,065.3%
CCJ vs IRM
+430.1%
+635.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.2% |
| 7D | -3.2% | -1.8% | -1.4% | -2.5% |
| 30D | -1.3% | -7.8% | +6.4% | +1.7% |
| 3M | +2.5% | -7.9% | +10.4% | +5.7% |
| 6M | -18.9% | +6.3% | -25.2% | -20.5% |
| YTD | +6.5% | +38.2% | -31.7% | -5.4% |
| 1Y | +22.8% | +19.8% | +3.0% | +14.6% |
| 3Y | +164.5% | +98.8% | +65.7% | +105.0% |
| 5Y | +303.7% | +191.8% | +111.9% | +173.9% |
| All | +1,065.3% | +430.1% | +635.2% | +616.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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