+125.9%
IEF vs CCJ
+2,758.6%
-2,632.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | +0.7% | -13.2% | +13.9% | +0.4% |
| 3M | -2.5% | -27.6% | +25.2% | -3.1% |
| 6M | -2.6% | -38.7% | +36.1% | -3.4% |
| YTD | -3.2% | -22.7% | +19.5% | -3.4% |
| 1Y | -3.0% | -17.6% | +14.5% | -3.1% |
| 3Y | +10.5% | +62.7% | -52.2% | +12.9% |
| 5Y | -8.2% | +159.7% | -167.9% | -4.5% |
| 10Y | +6.7% | +769.3% | -762.6% | +16.8% |
| All | +125.9% | +2,758.6% | -2,632.7% | +151.8% |
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