+74.9%
IWD vs Z
-64.8%
+139.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.1% |
| 30D | +0.6% | -4.2% | +4.8% | +1.0% |
| 3M | +7.2% | -3.7% | +10.9% | +7.3% |
| 6M | +16.2% | -24.5% | +40.7% | +19.7% |
| YTD | +23.3% | -49.3% | +72.6% | +33.3% |
| 1Y | +29.6% | -58.7% | +88.2% | +43.5% |
| 3Y | +70.5% | -34.1% | +104.6% | +73.5% |
| All | +74.9% | -64.8% | +139.7% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling