+195.5%
IWD vs ZBRA
+425.5%
-230.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -2.3% | -3.8% | +1.4% | -1.4% |
| 30D | -1.8% | -10.2% | +8.4% | +0.8% |
| 3M | +8.0% | +58.7% | -50.7% | -5.4% |
| 6M | +17.0% | +61.9% | -44.9% | +1.2% |
| YTD | +21.3% | +41.7% | -20.4% | +8.0% |
| 1Y | +27.9% | +12.4% | +15.6% | +20.6% |
| 3Y | +70.1% | +34.2% | +35.9% | +47.1% |
| 5Y | +74.2% | -40.8% | +114.9% | +83.9% |
| All | +195.5% | +425.5% | -230.1% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling