+1,583.6%
CCJ vs IVZ
+953.3%
+630.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | +6.9% | +4.0% | +2.9% | +5.6% |
| 3M | -11.6% | +18.2% | -29.8% | -16.0% |
| 6M | -16.2% | +32.8% | -49.0% | -23.1% |
| YTD | +10.1% | +28.7% | -18.6% | +1.7% |
| 1Y | +32.3% | +55.4% | -23.1% | +15.6% |
| 3Y | +171.3% | +135.2% | +36.1% | +104.2% |
| 5Y | +372.4% | +64.2% | +308.2% | +289.0% |
| 10Y | +1,070.0% | +64.6% | +1,005.4% | +784.4% |
| All | +1,583.6% | +953.3% | +630.3% | +660.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling