+941.2%
IGV vs CCJ
+2,450.7%
-1,509.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.7% | 0.0% |
| 7D | +2.5% | +5.0% | -2.6% | +1.3% |
| 30D | -8.6% | -16.7% | +8.1% | -4.8% |
| 3M | -1.6% | -27.5% | +25.9% | +5.5% |
| 6M | +13.4% | -38.6% | +52.1% | +25.6% |
| YTD | -4.0% | -21.5% | +17.5% | -1.2% |
| 1Y | -7.6% | -22.3% | +14.7% | -4.9% |
| 3Y | +39.3% | +69.9% | -30.6% | +13.7% |
| 5Y | +14.5% | +163.6% | -149.1% | -18.9% |
| 10Y | +358.7% | +782.3% | -423.5% | +116.3% |
| All | +941.2% | +2,450.7% | -1,509.6% | +202.5% |
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 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