+741.9%
IWM vs CCJ
+4,140.5%
-3,398.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.4% | -0.1% |
| 7D | -2.0% | -7.3% | +5.3% | -0.2% |
| 30D | -1.5% | -20.0% | +18.5% | +4.0% |
| 3M | -8.0% | -23.8% | +15.8% | -2.1% |
| 6M | -4.1% | -42.4% | +38.3% | +8.8% |
| YTD | +11.9% | -22.1% | +34.0% | +16.3% |
| 1Y | +15.0% | -20.8% | +35.9% | +18.8% |
| 3Y | +64.2% | +75.7% | -11.5% | +30.7% |
| 5Y | +20.4% | +167.4% | -147.1% | -18.0% |
| 10Y | +168.0% | +826.3% | -658.4% | +16.6% |
| All | +741.9% | +4,140.5% | -3,398.6% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling