-19.9%
CCJ vs IWD
+29.9%
-49.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +1.7% |
| 7D | +2.7% | +1.3% | +1.5% | 0.0% |
| 30D | -14.4% | +3.6% | -18.0% | -20.5% |
| 3M | -22.6% | +2.3% | -24.9% | -26.3% |
| 6M | -35.4% | +13.0% | -48.5% | -50.8% |
| YTD | -17.6% | +26.2% | -43.8% | -50.0% |
| All | -19.9% | +29.9% | -49.8% | -53.5% |
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