+1,395.9%
IBKR vs CCJ
+146.4%
+1,249.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.2% |
| 7D | -3.8% | -3.2% | -0.6% | -3.0% |
| 30D | -0.3% | -1.3% | +1.0% | +0.1% |
| 3M | +4.8% | +2.5% | +2.3% | +3.9% |
| 6M | +30.8% | -18.9% | +49.7% | +37.0% |
| YTD | +39.5% | +6.5% | +33.0% | +35.7% |
| 1Y | +43.7% | +22.8% | +20.8% | +32.9% |
| 3Y | +284.7% | +164.5% | +120.2% | +180.9% |
| 5Y | +484.9% | +303.7% | +181.2% | +260.6% |
| 10Y | +980.8% | +1,064.0% | -83.2% | +337.6% |
| All | +1,395.9% | +146.4% | +1,249.6% | +501.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling