+8.9%
IEF vs CCJ
+162.5%
-153.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.3% | -4.0% | +2.7% | -1.3% |
| 30D | -1.7% | -2.4% | +0.6% | -1.7% |
| 3M | -2.5% | -2.3% | -0.2% | -2.5% |
| 6M | -3.3% | -16.2% | +13.0% | -3.3% |
| YTD | -2.8% | +5.7% | -8.5% | -2.7% |
| 1Y | -2.7% | +21.3% | -24.0% | -2.5% |
| 3Y | +8.9% | +159.4% | -150.5% | +10.5% |
| All | +8.9% | +162.5% | -153.6% | +10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling