-25.9%
CCJ vs IWD
+33.0%
-59.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -6.5% |
| 7D | -14.5% | +2.5% | -17.0% | -18.9% |
| 30D | -18.1% | +6.0% | -24.0% | -27.5% |
| 3M | -23.0% | +3.8% | -26.8% | -28.7% |
| 6M | -39.4% | +16.3% | -55.7% | -56.7% |
| YTD | -21.7% | +27.5% | -49.1% | -53.9% |
| 1Y | -25.9% | +32.8% | -58.7% | -60.1% |
| All | -25.9% | +33.0% | -59.0% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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