+227.8%
IWD vs Z
+6.6%
+221.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.2% |
| 7D | -0.6% | -13.1% | +12.5% | +1.2% |
| 30D | +3.6% | +5.9% | -2.3% | +2.5% |
| 3M | +2.7% | -13.7% | +16.3% | +4.1% |
| 6M | +13.2% | -27.1% | +40.3% | +17.0% |
| YTD | +26.8% | -56.8% | +83.6% | +39.4% |
| 1Y | +29.3% | -60.2% | +89.5% | +43.6% |
| 3Y | +85.1% | -19.7% | +104.8% | +82.6% |
| 5Y | +74.2% | -53.7% | +127.9% | +78.1% |
| 10Y | +204.6% | -16.9% | +221.5% | +155.6% |
| All | +227.8% | +6.6% | +221.2% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling