+50.4%
IJH vs CCJ
+162.5%
-112.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | -1.9% | -4.0% | +2.2% | -1.3% |
| 30D | -4.6% | -2.4% | -2.3% | -4.4% |
| 3M | -1.2% | -2.3% | +1.2% | -1.1% |
| 6M | +9.4% | -16.2% | +25.6% | +11.3% |
| YTD | +13.3% | +5.7% | +7.7% | +11.2% |
| 1Y | +13.4% | +21.3% | -7.9% | +8.1% |
| 3Y | +50.4% | +159.4% | -109.0% | +22.0% |
| All | +50.4% | +162.5% | -112.1% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling