+753.7%
CCJ vs IRM
+520.0%
+233.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.2% |
| 7D | -0.8% | +6.8% | -7.6% | -3.4% |
| 30D | -13.2% | +2.6% | -15.8% | -14.1% |
| 3M | -27.6% | -9.5% | -18.2% | -24.8% |
| 6M | -38.7% | -8.5% | -30.2% | -36.5% |
| YTD | -22.7% | +40.3% | -63.0% | -32.0% |
| 1Y | -17.6% | +28.7% | -46.3% | -25.1% |
| 3Y | +62.7% | +111.8% | -49.1% | +22.3% |
| 5Y | +159.7% | +189.1% | -29.4% | +73.6% |
| All | +753.7% | +520.0% | +233.7% | +367.9% |
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