+157.0%
CCJ vs IWD
+68.9%
+88.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.8% |
| 7D | -7.3% | -0.5% | -6.8% | -6.8% |
| 30D | -20.0% | +2.7% | -22.6% | -22.9% |
| 3M | -23.8% | +0.9% | -24.7% | -24.7% |
| 6M | -42.4% | +10.5% | -52.9% | -49.7% |
| YTD | -22.1% | +23.7% | -45.8% | -41.1% |
| 1Y | -20.8% | +28.7% | -49.6% | -43.1% |
| 3Y | +75.7% | +79.7% | -4.0% | -21.7% |
| All | +157.0% | +68.9% | +88.1% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling