+163.9%
CCJ vs IWF
+55.4%
+108.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.3% | -0.2% |
| 7D | -0.8% | +2.8% | -3.6% | -3.6% |
| 30D | -13.2% | -7.5% | -5.6% | -5.3% |
| 3M | -27.6% | -8.5% | -19.2% | -19.9% |
| 6M | -38.7% | -7.4% | -31.3% | -32.6% |
| YTD | -22.7% | -2.6% | -20.0% | -19.0% |
| 1Y | -17.6% | -1.8% | -15.7% | -14.1% |
| 3Y | +62.7% | +65.5% | -2.8% | +4.5% |
| All | +163.9% | +55.4% | +108.6% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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