+313.4%
IVV vs CCJ
+785.0%
-471.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -0.9% | +3.7% | -4.6% | -1.5% |
| 30D | -2.3% | -13.7% | +11.4% | -0.2% |
| 3M | -1.2% | -24.7% | +23.6% | +3.0% |
| 6M | +3.3% | -38.1% | +41.4% | +10.7% |
| YTD | +12.3% | -18.8% | +31.1% | +14.2% |
| 1Y | +12.5% | -19.5% | +32.0% | +14.4% |
| 3Y | +79.2% | +75.9% | +3.3% | +54.3% |
| 5Y | +75.6% | +173.1% | -97.5% | +36.1% |
| 10Y | +313.4% | +813.5% | -500.1% | +144.1% |
| All | +313.4% | +785.0% | -471.6% | +144.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling