+342.9%
CCJ vs IWF
+72.9%
+270.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.0% |
| 7D | +4.2% | +0.5% | +3.6% | +3.6% |
| 30D | +3.2% | -1.4% | +4.6% | +4.8% |
| 3M | -1.8% | +0.4% | -2.3% | -1.9% |
| 6M | -13.5% | +8.5% | -22.0% | -19.7% |
| YTD | +9.7% | +3.7% | +6.1% | +7.0% |
| 1Y | +30.0% | +8.5% | +21.5% | +21.9% |
| 3Y | +172.6% | +78.5% | +94.1% | +60.7% |
| 5Y | +342.9% | +73.6% | +269.3% | +173.4% |
| All | +342.9% | +72.9% | +270.1% | +173.4% |
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