+3.8%
IEF vs CCJ
+1,074.4%
-1,070.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.8% |
| 7D | -1.2% | -3.2% | +2.0% | -1.2% |
| 30D | -1.5% | -1.3% | -0.1% | -1.5% |
| 3M | -1.7% | +2.5% | -4.2% | -1.6% |
| 6M | -3.5% | -18.9% | +15.4% | -3.6% |
| YTD | -2.6% | +6.5% | -9.1% | -2.5% |
| 1Y | -2.4% | +22.8% | -25.2% | -2.0% |
| 3Y | +8.9% | +164.5% | -155.6% | +10.5% |
| 5Y | -9.2% | +303.7% | -313.0% | -7.1% |
| All | +3.8% | +1,074.4% | -1,070.6% | +9.0% |
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 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