+32.3%
CCJ vs IWD
+28.8%
+3.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +2.7% |
| 7D | +5.9% | -0.2% | +6.1% | +6.2% |
| 30D | +4.7% | -0.8% | +5.5% | +6.2% |
| 3M | -3.3% | +8.0% | -11.3% | -16.7% |
| 6M | -7.0% | +18.2% | -25.2% | -30.8% |
| YTD | +11.5% | +22.3% | -10.9% | -19.1% |
| 1Y | +32.3% | +28.9% | +3.4% | -7.8% |
| All | +32.3% | +28.8% | +3.5% | -7.8% |
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