+1,148.9%
IJR vs CCJ
+5,964.6%
-4,815.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -2.0% | -1.0% |
| 7D | +0.9% | +5.9% | -5.0% | -0.4% |
| 30D | -3.1% | +4.7% | -7.8% | -4.3% |
| 3M | +4.4% | -3.3% | +7.7% | +4.6% |
| 6M | +16.1% | -7.0% | +23.2% | +16.4% |
| YTD | +20.6% | +11.5% | +9.1% | +15.0% |
| 1Y | +22.9% | +32.3% | -9.4% | +10.8% |
| 3Y | +55.2% | +176.8% | -121.6% | +11.9% |
| 5Y | +41.1% | +351.8% | -310.7% | -14.5% |
| 10Y | +167.0% | +1,080.5% | -913.5% | +14.0% |
| All | +1,148.9% | +5,964.6% | -4,815.7% | +344.6% |
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