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  • IEMG vs CCJ✓SelectedUSD · CCJIEMG vs CCJ performance historyLatest closeAs of+1.21%09/11
Stock and ETF performance explorer

IEMG vs CCJ

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+140.8%
CCJ return
+1,065.5%
Excess return
-924.7%
Maximum drawdown
-38.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCCJExcessAlpha
1D+1.2%-0.8%+2.0%+1.3%
7D-1.3%-4.0%+2.7%-0.6%
30D+1.9%-2.4%+4.3%+2.2%
3M+1.4%-2.3%+3.7%+1.6%
6M+15.2%-16.2%+31.4%+18.1%
YTD+23.8%+5.7%+18.1%+21.8%
1Y+30.7%+21.3%+9.4%+24.4%
3Y+83.3%+159.4%-76.1%+48.9%
5Y+48.8%+300.7%-251.9%+8.0%
All+140.8%+1,065.5%-924.7%+43.8%

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 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