+1,080.5%
CCJ vs IWD
+195.2%
+885.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.1% |
| 7D | +5.9% | -0.2% | +6.1% | +6.1% |
| 30D | +4.7% | -0.8% | +5.5% | +5.6% |
| 3M | -3.3% | +8.0% | -11.3% | -10.7% |
| 6M | -7.0% | +18.2% | -25.2% | -21.1% |
| YTD | +11.5% | +22.3% | -10.9% | -8.3% |
| 1Y | +32.3% | +28.9% | +3.4% | +3.4% |
| 3Y | +176.8% | +71.5% | +105.3% | +63.8% |
| 5Y | +351.8% | +73.6% | +278.2% | +170.5% |
| 10Y | +1,080.5% | +194.7% | +885.8% | +351.9% |
| All | +1,080.5% | +195.2% | +885.3% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling