+12.4%
IYR vs CCJ
-26.2%
+38.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +6.9% | -14.5% | +21.4% | +7.5% |
| 30D | +10.2% | -18.1% | +28.3% | +11.1% |
| 3M | -0.3% | -23.0% | +22.7% | +0.7% |
| 6M | +3.6% | -39.4% | +43.0% | +5.9% |
| YTD | +12.5% | -21.7% | +34.1% | +12.8% |
| 1Y | +12.4% | -25.9% | +38.4% | +13.3% |
| All | +12.4% | -26.2% | +38.7% | +13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling