+176.8%
CCJ vs IRM
+101.2%
+75.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.9% | +1.6% | +4.3% | +5.1% |
| 30D | +4.7% | -4.2% | +8.9% | +6.8% |
| 3M | -3.3% | -5.4% | +2.1% | -0.9% |
| 6M | -7.0% | +12.0% | -19.1% | -11.5% |
| YTD | +11.5% | +42.0% | -30.6% | -4.6% |
| 1Y | +32.3% | +29.9% | +2.4% | +16.9% |
| 3Y | +176.8% | +104.4% | +72.5% | +124.2% |
| All | +176.8% | +101.2% | +75.6% | +124.2% |
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