+306.5%
IVV vs CCJ
+808.7%
-502.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.3% | -4.0% | -0.4% |
| 7D | -2.7% | -7.3% | +4.6% | -1.5% |
| 30D | -5.4% | -20.0% | +14.6% | -2.1% |
| 3M | -4.1% | -23.8% | +19.8% | -0.2% |
| 6M | +0.7% | -42.4% | +43.1% | +9.1% |
| YTD | +8.7% | -22.1% | +30.8% | +11.3% |
| 1Y | +11.0% | -20.8% | +31.8% | +13.1% |
| 3Y | +75.4% | +75.7% | -0.3% | +51.1% |
| 5Y | +68.3% | +167.4% | -99.1% | +30.9% |
| All | +306.5% | +808.7% | -502.2% | +143.3% |
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