+700.6%
IYR vs CCJ
+6,478.9%
-5,778.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.2% | +0.7% | -2.0% | -1.4% |
| 30D | -2.9% | +6.9% | -9.7% | -4.3% |
| 3M | +0.8% | -11.6% | +12.5% | +2.5% |
| 6M | +1.9% | -16.2% | +18.1% | +3.9% |
| YTD | +9.6% | +10.1% | -0.5% | +5.3% |
| 1Y | +8.1% | +32.3% | -24.2% | -1.5% |
| 3Y | +29.2% | +171.3% | -142.1% | -3.2% |
| 5Y | +4.3% | +372.4% | -368.1% | -34.3% |
| 10Y | +64.7% | +1,070.0% | -1,005.3% | -25.3% |
| All | +700.6% | +6,478.9% | -5,778.3% | +245.6% |
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