+1,065.3%
CCJ vs IVZ
+64.1%
+1,001.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -3.2% | -2.4% | -0.8% | -2.4% |
| 30D | -1.3% | +2.5% | -3.8% | -2.1% |
| 3M | +2.5% | +17.1% | -14.5% | -2.9% |
| 6M | -18.9% | +35.1% | -54.0% | -26.7% |
| YTD | +6.5% | +24.3% | -17.8% | -1.4% |
| 1Y | +22.8% | +48.7% | -25.8% | +7.4% |
| 3Y | +164.5% | +135.6% | +28.9% | +94.1% |
| 5Y | +303.7% | +60.3% | +243.4% | +225.8% |
| All | +1,065.3% | +64.1% | +1,001.2% | +875.7% |
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