+84.9%
IWD vs Z
-18.1%
+103.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.7% |
| 3M | +2.2% | -17.0% | +19.2% | +3.9% |
| 6M | +13.0% | -22.7% | +35.6% | +15.6% |
| YTD | +26.5% | -56.3% | +82.8% | +38.3% |
| 1Y | +30.1% | -57.7% | +87.8% | +42.7% |
| 3Y | +84.9% | -16.5% | +101.4% | +86.1% |
| All | +84.9% | -18.1% | +103.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling