+83.1%
IVV vs CCJ
+369.1%
-286.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.1% | +6.9% | -6.8% | -1.1% |
| 3M | +2.0% | -11.6% | +13.6% | +3.6% |
| 6M | +13.0% | -16.2% | +29.3% | +15.2% |
| YTD | +13.6% | +10.1% | +3.5% | +10.2% |
| 1Y | +20.1% | +32.3% | -12.2% | +11.8% |
| 3Y | +77.6% | +171.3% | -93.7% | +40.5% |
| All | +83.1% | +369.1% | -286.1% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling