+219.0%
IWD vs Z
+25.1%
+193.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.8% |
| YTD | +23.3% | -49.3% | +72.6% | +33.5% |
| 1Y | +29.6% | -58.7% | +88.2% | +43.7% |
| 3Y | +70.5% | -34.1% | +104.6% | +73.3% |
| 5Y | +73.5% | -64.5% | +138.0% | +82.6% |
| 10Y | +198.3% | -0.5% | +198.8% | +145.4% |
| All | +219.0% | +25.1% | +193.9% | +150.0% |
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