+4,548.6%
CCJ vs IWD
+745.6%
+3,803.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.0% | +3.7% | +3.6% |
| 7D | +2.7% | +1.3% | +1.5% | +1.4% |
| 30D | -14.4% | +3.6% | -18.0% | -17.4% |
| 3M | -22.6% | +2.3% | -24.9% | -24.3% |
| 6M | -35.4% | +13.0% | -48.5% | -42.9% |
| YTD | -17.6% | +26.2% | -43.8% | -34.4% |
| 1Y | -18.1% | +30.5% | -48.6% | -36.9% |
| 3Y | +79.6% | +86.2% | -6.6% | -3.7% |
| 5Y | +175.3% | +72.9% | +102.4% | +63.6% |
| 10Y | +844.8% | +205.0% | +639.8% | +210.5% |
| All | +4,548.6% | +745.6% | +3,803.1% | +623.6% |
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