+155.4%
IWM vs CCJ
+802.9%
-647.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.1% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +0.6% | -17.2% | +17.8% | +4.6% |
| 3M | -6.2% | -25.1% | +18.9% | -0.7% |
| 6M | -0.8% | -37.6% | +36.8% | +8.7% |
| YTD | +14.8% | -20.4% | +35.1% | +18.2% |
| 1Y | +16.1% | -22.5% | +38.7% | +20.1% |
| 3Y | +71.5% | +72.5% | -0.9% | +41.6% |
| 5Y | +25.8% | +179.9% | -154.1% | -10.7% |
| 10Y | +155.4% | +772.6% | -617.2% | +31.4% |
| All | +155.4% | +802.9% | -647.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 10y: compounded portfolio wealth divided by compounded CCJ 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…
10y analysis · Full analysis span regression · 6 months rolling