-2.0%
IEF vs CCJ
-26.2%
+24.2%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.8% | +0.6% |
| 7D | +0.9% | -14.5% | +15.4% | +1.2% |
| 30D | +3.1% | -18.1% | +21.1% | +3.5% |
| 3M | -1.4% | -23.0% | +21.6% | -0.8% |
| 6M | -1.6% | -39.4% | +37.8% | -0.7% |
| YTD | -2.1% | -21.7% | +19.5% | -1.2% |
| 1Y | -2.0% | -25.9% | +23.9% | -1.0% |
| All | -2.0% | -26.2% | +24.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling