+62.7%
CCJ vs IWD
+85.1%
-22.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | -0.8% | +2.3% | -3.1% | -3.5% |
| 30D | -13.2% | +3.6% | -16.8% | -17.0% |
| 3M | -27.6% | +2.2% | -29.8% | -29.5% |
| 6M | -38.7% | +13.0% | -51.7% | -47.3% |
| YTD | -22.7% | +26.5% | -49.2% | -41.4% |
| 1Y | -17.6% | +30.1% | -47.7% | -39.3% |
| 3Y | +62.7% | +84.9% | -22.2% | -8.4% |
| All | +62.7% | +85.1% | -22.5% | -8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling