+973.2%
IGV vs CCJ
+3,479.9%
-2,506.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.5% | +0.7% | -5.2% | -4.6% |
| 30D | +3.2% | +6.9% | -3.6% | +1.5% |
| 3M | +4.5% | -11.6% | +16.2% | +7.0% |
| 6M | +22.1% | -16.2% | +38.3% | +25.3% |
| YTD | -1.0% | +10.1% | -11.2% | -5.5% |
| 1Y | -2.1% | +32.3% | -34.4% | -11.7% |
| 3Y | +44.6% | +171.3% | -126.7% | +5.8% |
| 5Y | +22.2% | +372.4% | -350.2% | -24.8% |
| 10Y | +364.7% | +1,070.0% | -705.3% | +105.4% |
| All | +973.2% | +3,479.9% | -2,506.7% | +189.3% |
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