+346.1%
CCJ vs IWD
+73.6%
+272.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.0% |
| 7D | +0.7% | -0.3% | +1.0% | +1.1% |
| 30D | +6.9% | +0.6% | +6.3% | +6.1% |
| 3M | -11.6% | +7.2% | -18.9% | -19.6% |
| 6M | -16.2% | +16.2% | -32.4% | -31.2% |
| YTD | +10.1% | +23.3% | -13.2% | -16.1% |
| 1Y | +32.3% | +29.6% | +2.7% | -5.5% |
| 3Y | +171.3% | +70.5% | +100.8% | +32.3% |
| All | +346.1% | +73.6% | +272.5% | +122.9% |
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 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