+201.7%
IWD vs Z
-16.5%
+218.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.2% |
| 7D | +2.3% | +0.8% | +1.4% | +2.1% |
| 30D | +3.6% | +5.2% | -1.6% | +2.6% |
| 3M | +2.2% | -17.0% | +19.2% | +4.1% |
| 6M | +13.0% | -22.7% | +35.6% | +15.8% |
| YTD | +26.5% | -56.3% | +82.8% | +39.1% |
| 1Y | +30.1% | -57.7% | +87.8% | +43.5% |
| 3Y | +84.9% | -16.5% | +101.4% | +81.3% |
| 5Y | +73.4% | -53.4% | +126.8% | +77.0% |
| All | +201.7% | -16.5% | +218.2% | +153.2% |
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