+72.5%
CCJ vs IRM
+105.2%
-32.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.3% | -3.3% |
| 7D | +0.4% | -5.1% | +5.5% | +3.0% |
| 30D | -17.2% | -3.3% | -14.0% | -15.9% |
| 3M | -25.1% | -8.2% | -17.0% | -21.9% |
| 6M | -37.6% | -12.8% | -24.8% | -33.2% |
| YTD | -20.4% | +36.6% | -57.0% | -30.8% |
| 1Y | -22.5% | +11.9% | -34.4% | -26.5% |
| 3Y | +72.5% | +105.1% | -32.7% | +35.0% |
| All | +72.5% | +105.2% | -32.7% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling