+21.2%
IGV vs CCJ
+347.8%
-326.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | -1.5% | +4.2% | -5.7% | -2.4% |
| 30D | -3.0% | +3.2% | -6.2% | -3.9% |
| 3M | +9.6% | -1.8% | +11.4% | +9.5% |
| 6M | +16.1% | -13.5% | +29.7% | +18.4% |
| YTD | -3.6% | +9.7% | -13.4% | -8.1% |
| 1Y | -7.8% | +30.0% | -37.8% | -17.1% |
| 3Y | +40.0% | +172.6% | -132.6% | -1.8% |
| 5Y | +21.2% | +342.9% | -321.7% | -29.4% |
| All | +21.2% | +347.8% | -326.6% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling