+194.7%
IWD vs Z
-7.0%
+201.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | 0.0% |
| 7D | -0.2% | -3.3% | +3.1% | +0.2% |
| 30D | -0.8% | -3.7% | +2.9% | -0.4% |
| 3M | +8.0% | -7.0% | +15.0% | +8.6% |
| 6M | +18.2% | -29.5% | +47.7% | +22.9% |
| YTD | +22.3% | -52.6% | +74.9% | +33.6% |
| 1Y | +28.9% | -64.0% | +92.9% | +45.7% |
| 3Y | +71.5% | -36.4% | +108.0% | +75.2% |
| 5Y | +73.6% | -65.8% | +139.4% | +83.5% |
| 10Y | +194.7% | -5.8% | +200.5% | +144.8% |
| All | +194.7% | -7.0% | +201.7% | +144.8% |
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