+1,082.1%
CCJ vs IVZ
+828.2%
+253.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.8% | -2.2% |
| 7D | -0.8% | +7.6% | -8.4% | -3.0% |
| 30D | -13.2% | +4.3% | -17.5% | -14.3% |
| 3M | -27.6% | -9.3% | -18.3% | -25.4% |
| 6M | -38.7% | +5.2% | -44.0% | -39.7% |
| YTD | -22.7% | +13.4% | -36.1% | -25.8% |
| 1Y | -17.6% | +25.4% | -43.0% | -23.2% |
| 3Y | +62.7% | +152.5% | -89.8% | +20.3% |
| 5Y | +159.7% | +36.7% | +123.0% | +126.6% |
| 10Y | +769.3% | +45.0% | +724.4% | +583.9% |
| All | +1,082.1% | +828.2% | +253.9% | +454.9% |
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