+219.9%
IWD vs Z
+6.9%
+213.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | -0.5% | -4.6% | +4.1% | 0.0% |
| 30D | +2.7% | +8.3% | -5.7% | +1.3% |
| 3M | +0.9% | -11.6% | +12.5% | +2.0% |
| 6M | +10.5% | -33.6% | +44.2% | +15.6% |
| YTD | +23.7% | -56.7% | +80.4% | +36.1% |
| 1Y | +28.7% | -59.1% | +87.9% | +42.5% |
| 3Y | +79.7% | -20.4% | +100.1% | +77.5% |
| 5Y | +69.7% | -55.3% | +125.0% | +74.3% |
| 10Y | +211.4% | -14.2% | +225.6% | +160.4% |
| All | +219.9% | +6.9% | +213.0% | +154.9% |
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