+202.4%
IWD vs Z
-19.5%
+221.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +0.7% |
| 7D | +1.6% | -6.5% | +8.0% | +2.4% |
| 30D | +3.6% | -0.1% | +3.7% | +3.3% |
| 3M | +2.0% | -14.1% | +16.2% | +3.5% |
| 6M | +13.1% | -30.1% | +43.1% | +17.5% |
| YTD | +26.2% | -57.5% | +83.7% | +39.3% |
| 1Y | +29.6% | -60.3% | +89.9% | +44.1% |
| 3Y | +84.3% | -21.0% | +105.4% | +82.1% |
| 5Y | +73.4% | -54.9% | +128.3% | +77.9% |
| 10Y | +202.4% | -16.0% | +218.5% | +155.2% |
| All | +202.4% | -19.5% | +221.9% | +155.2% |
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