+29.3%
IWD vs Z
-59.6%
+88.9%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | -0.6% | -13.1% | +12.5% | +0.5% |
| 30D | +3.6% | +5.9% | -2.3% | +3.2% |
| 3M | +2.7% | -13.7% | +16.3% | +3.6% |
| 6M | +13.2% | -27.1% | +40.3% | +15.5% |
| YTD | +26.8% | -56.8% | +83.6% | +33.9% |
| 1Y | +29.3% | -60.2% | +89.5% | +37.8% |
| All | +29.3% | -59.6% | +88.9% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling