-17.6%
CCJ vs IVZ
+22.9%
-40.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -2.8% |
| 7D | -0.8% | +7.6% | -8.4% | -5.0% |
| 30D | -13.2% | +4.3% | -17.5% | -15.4% |
| 3M | -27.6% | -9.3% | -18.3% | -23.6% |
| 6M | -38.7% | +5.2% | -44.0% | -40.4% |
| YTD | -22.7% | +13.4% | -36.1% | -30.8% |
| 1Y | -17.6% | +25.4% | -43.0% | -31.0% |
| All | -17.6% | +22.9% | -40.4% | -31.0% |
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