-25.9%
CCJ vs IVZ
+30.5%
-56.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -3.6% |
| 7D | -14.5% | +2.6% | -17.2% | -15.8% |
| 30D | -18.1% | -3.5% | -14.6% | -16.4% |
| 3M | -23.0% | -7.4% | -15.6% | -19.6% |
| 6M | -39.4% | +14.7% | -54.1% | -43.8% |
| YTD | -21.7% | +14.6% | -36.3% | -30.6% |
| 1Y | -25.9% | +30.7% | -56.6% | -41.4% |
| All | -25.9% | +30.5% | -56.5% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling