+342.9%
CCJ vs IVZ
+61.5%
+281.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.2% |
| 7D | +4.2% | +1.2% | +3.0% | +3.7% |
| 30D | +3.2% | +1.8% | +1.4% | +2.4% |
| 3M | -1.8% | +15.7% | -17.6% | -8.0% |
| 6M | -13.5% | +36.3% | -49.9% | -24.4% |
| YTD | +9.7% | +24.9% | -15.2% | -0.9% |
| 1Y | +30.0% | +48.9% | -18.9% | +9.2% |
| 3Y | +172.6% | +136.8% | +35.8% | +81.1% |
| 5Y | +342.9% | +60.0% | +283.0% | +240.1% |
| All | +342.9% | +61.5% | +281.5% | +240.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling