+1,055.9%
IJH vs CCJ
+5,871.8%
-4,816.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.7% |
| 7D | -0.7% | +4.2% | -4.9% | -1.7% |
| 30D | -3.8% | +3.2% | -7.0% | -4.7% |
| 3M | 0.0% | -1.8% | +1.8% | -0.1% |
| 6M | +8.8% | -13.5% | +22.3% | +11.0% |
| YTD | +13.5% | +9.7% | +3.8% | +8.8% |
| 1Y | +15.4% | +30.0% | -14.6% | +4.6% |
| 3Y | +50.9% | +172.6% | -121.7% | +9.3% |
| 5Y | +47.8% | +342.9% | -295.1% | -9.8% |
| 10Y | +183.1% | +1,099.7% | -916.7% | +19.9% |
| All | +1,055.9% | +5,871.8% | -4,816.0% | +298.6% |
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