+766.3%
CCJ vs IRM
+524.5%
+241.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -4.2% |
| 7D | +5.0% | +8.6% | -3.6% | +1.6% |
| 30D | -16.7% | 0.0% | -16.7% | -16.7% |
| 3M | -27.5% | -7.1% | -20.4% | -25.4% |
| 6M | -38.6% | -7.9% | -30.7% | -36.5% |
| YTD | -21.5% | +41.3% | -62.8% | -31.1% |
| 1Y | -22.3% | +20.7% | -43.0% | -27.7% |
| 3Y | +69.9% | +112.2% | -42.3% | +27.5% |
| 5Y | +163.6% | +191.2% | -27.6% | +75.6% |
| All | +766.3% | +524.5% | +241.8% | +373.4% |
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