+65.6%
IYR vs CCJ
+1,074.4%
-1,008.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.0% | -0.6% |
| 7D | -2.8% | -3.2% | +0.4% | -2.5% |
| 30D | -2.5% | -1.3% | -1.2% | -2.5% |
| 3M | -3.0% | +2.5% | -5.5% | -3.5% |
| 6M | +1.6% | -18.9% | +20.5% | +3.3% |
| YTD | +7.3% | +6.5% | +0.8% | +5.3% |
| 1Y | +5.6% | +22.8% | -17.2% | +1.1% |
| 3Y | +28.1% | +164.5% | -136.4% | +8.1% |
| 5Y | +6.1% | +303.7% | -297.6% | -17.8% |
| All | +65.6% | +1,074.4% | -1,008.8% | +11.2% |
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