+175.5%
IWM vs CCJ
+1,097.2%
-921.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.7% |
| 7D | +1.4% | +5.9% | -4.5% | +0.2% |
| 30D | -2.3% | +4.7% | -7.0% | -3.4% |
| 3M | +4.0% | -3.3% | +7.3% | +4.2% |
| 6M | +17.9% | -7.0% | +25.0% | +18.5% |
| YTD | +20.2% | +11.5% | +8.8% | +15.6% |
| 1Y | +25.0% | +32.3% | -7.3% | +14.5% |
| 3Y | +66.0% | +176.8% | -110.8% | +24.0% |
| 5Y | +40.0% | +351.8% | -311.7% | -10.0% |
| All | +175.5% | +1,097.2% | -921.7% | +40.2% |
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