+73.0%
IWD vs ZBRA
-45.9%
+118.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.2% |
| 7D | +1.7% | -1.2% | +2.9% | +1.9% |
| 30D | +3.2% | -17.8% | +21.0% | +7.4% |
| 3M | +2.3% | -16.0% | +18.3% | +5.8% |
| 6M | +12.9% | +31.4% | -18.5% | +4.6% |
| YTD | +26.2% | +30.9% | -4.7% | +16.0% |
| 1Y | +28.3% | +24.3% | +4.0% | +19.2% |
| 3Y | +84.4% | +54.2% | +30.2% | +56.0% |
| 5Y | +73.0% | -46.3% | +119.3% | +86.7% |
| All | +73.0% | -45.9% | +118.9% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling