+342.9%
CCJ vs IRM
+190.5%
+152.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +4.2% | +3.0% | +1.2% | +2.6% |
| 30D | +3.2% | -5.2% | +8.4% | +6.0% |
| 3M | -1.8% | -8.0% | +6.2% | +2.3% |
| 6M | -13.5% | +9.2% | -22.7% | -17.3% |
| YTD | +9.7% | +41.0% | -31.2% | -7.9% |
| 1Y | +30.0% | +23.3% | +6.7% | +16.1% |
| 3Y | +172.6% | +102.8% | +69.8% | +81.5% |
| 5Y | +342.9% | +192.8% | +150.2% | +97.1% |
| All | +342.9% | +190.5% | +152.5% | +97.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling