+205.0%
IWD vs Z
-11.7%
+216.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.8% | -1.8% | +1.5% |
| 7D | +1.3% | -5.2% | +6.4% | +1.9% |
| 30D | +3.6% | +5.7% | -2.1% | +2.5% |
| 3M | +2.3% | -8.7% | +11.1% | +3.0% |
| 6M | +13.0% | -26.0% | +39.0% | +16.6% |
| YTD | +26.2% | -55.0% | +81.2% | +38.2% |
| 1Y | +30.5% | -58.0% | +88.4% | +44.0% |
| 3Y | +86.2% | -15.2% | +101.4% | +82.3% |
| 5Y | +72.9% | -53.8% | +126.7% | +76.8% |
| 10Y | +205.0% | -14.5% | +219.6% | +156.8% |
| All | +205.0% | -11.7% | +216.7% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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