+201.0%
IWD vs Z
-19.3%
+220.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.1% |
| 7D | +1.7% | -4.9% | +6.6% | +2.3% |
| 30D | +3.2% | +3.0% | +0.3% | +2.5% |
| 3M | +2.3% | -13.4% | +15.7% | +3.7% |
| 6M | +12.9% | -27.3% | +40.3% | +16.8% |
| YTD | +26.2% | -57.8% | +84.0% | +39.4% |
| 1Y | +28.3% | -60.0% | +88.3% | +42.5% |
| 3Y | +84.4% | -21.5% | +105.9% | +82.3% |
| 5Y | +73.0% | -55.0% | +127.9% | +77.4% |
| All | +201.0% | -19.3% | +220.3% | +153.8% |
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