+218.0%
IAU vs CCJ
+1,074.4%
-856.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.5% |
| 7D | -3.4% | -3.2% | -0.2% | -3.1% |
| 30D | -1.1% | -1.3% | +0.2% | -1.0% |
| 3M | +5.8% | +2.5% | +3.3% | +5.6% |
| 6M | -16.9% | -18.9% | +1.9% | -15.9% |
| YTD | +0.1% | +6.5% | -6.4% | -0.1% |
| 1Y | +18.4% | +22.8% | -4.4% | +17.0% |
| 3Y | +123.6% | +164.5% | -40.9% | +110.4% |
| 5Y | +138.7% | +303.7% | -165.0% | +118.7% |
| All | +218.0% | +1,074.4% | -856.5% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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