+707.1%
IYR vs CCJ
+4,519.0%
-3,811.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +6.6% | -13.2% | +19.7% | +9.2% |
| 3M | -1.8% | -27.6% | +25.8% | +3.8% |
| 6M | +1.4% | -38.7% | +40.1% | +10.0% |
| YTD | +10.5% | -22.7% | +33.2% | +13.1% |
| 1Y | +10.6% | -17.6% | +28.2% | +11.4% |
| 3Y | +41.8% | +62.7% | -20.9% | +17.5% |
| 5Y | +6.0% | +159.7% | -153.7% | -24.1% |
| 10Y | +86.7% | +769.3% | -682.7% | -10.8% |
| All | +707.1% | +4,519.0% | -3,811.9% | +271.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling