+938.5%
IGV vs CCJ
+2,413.4%
-1,474.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -6.0% | -13.2% | +7.2% | -3.0% |
| 3M | -4.8% | -27.6% | +22.9% | +2.1% |
| 6M | +14.2% | -38.7% | +52.9% | +26.5% |
| YTD | -4.2% | -22.7% | +18.5% | -1.1% |
| 1Y | -5.3% | -17.6% | +12.3% | -3.8% |
| 3Y | +38.8% | +62.7% | -23.9% | +14.4% |
| 5Y | +14.2% | +159.7% | -145.5% | -18.8% |
| 10Y | +357.6% | +769.3% | -411.8% | +116.4% |
| All | +938.5% | +2,413.4% | -1,474.9% | +202.7% |
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