+753.7%
CCJ vs IVZ
+43.7%
+710.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -2.3% |
| 7D | -0.8% | +7.6% | -8.4% | -3.3% |
| 30D | -13.2% | +4.3% | -17.5% | -14.5% |
| 3M | -27.6% | -9.3% | -18.3% | -25.1% |
| 6M | -38.7% | +5.2% | -44.0% | -39.8% |
| YTD | -22.7% | +13.4% | -36.1% | -26.2% |
| 1Y | -17.6% | +25.4% | -43.0% | -23.8% |
| 3Y | +62.7% | +152.5% | -89.8% | +17.1% |
| 5Y | +159.7% | +36.7% | +123.0% | +120.5% |
| All | +753.7% | +43.7% | +710.0% | +660.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling