+20.0%
IWM vs CCJ
+163.1%
-143.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.4% | +0.1% |
| 7D | -2.0% | -7.3% | +5.3% | -0.5% |
| 30D | -1.5% | -20.0% | +18.5% | +3.2% |
| 3M | -8.0% | -23.8% | +15.8% | -2.9% |
| 6M | -4.1% | -42.4% | +38.3% | +6.9% |
| YTD | +11.9% | -22.1% | +34.0% | +15.8% |
| 1Y | +15.0% | -20.8% | +35.9% | +18.3% |
| 3Y | +64.2% | +75.7% | -11.5% | +32.3% |
| All | +20.0% | +163.1% | -143.0% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling