+4,297.6%
CCJ vs IWD
+728.9%
+3,568.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.7% |
| 7D | -7.3% | -0.5% | -6.8% | -6.9% |
| 30D | -20.0% | +2.7% | -22.6% | -22.1% |
| 3M | -23.8% | +0.9% | -24.7% | -24.5% |
| 6M | -42.4% | +10.5% | -52.9% | -47.9% |
| YTD | -22.1% | +23.7% | -45.8% | -36.7% |
| 1Y | -20.8% | +28.7% | -49.6% | -38.2% |
| 3Y | +75.7% | +79.7% | -4.0% | -2.3% |
| 5Y | +167.4% | +69.7% | +97.8% | +61.9% |
| 10Y | +826.3% | +211.4% | +614.9% | +197.6% |
| All | +4,297.6% | +728.9% | +3,568.6% | +598.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling