+6,113.4%
CCJ vs IWF
+727.1%
+5,386.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | +6.9% | -0.4% | +7.3% | +7.3% |
| 3M | -11.6% | -2.6% | -9.0% | -9.0% |
| 6M | -16.2% | +9.1% | -25.4% | -21.6% |
| YTD | +10.1% | +4.5% | +5.6% | +7.3% |
| 1Y | +32.3% | +10.1% | +22.2% | +23.8% |
| 3Y | +171.3% | +77.6% | +93.7% | +69.4% |
| 5Y | +372.4% | +73.7% | +298.7% | +201.3% |
| 10Y | +1,070.0% | +411.5% | +658.5% | +180.4% |
| All | +6,113.4% | +727.1% | +5,386.3% | +635.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling