+726.5%
IWD vs ZBRA
+1,618.2%
-891.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -1.1% |
| 7D | -0.3% | +1.8% | -2.0% | -0.7% |
| 30D | +0.6% | -1.7% | +2.3% | +0.9% |
| 3M | +7.2% | +47.8% | -40.5% | -4.7% |
| 6M | +16.2% | +56.7% | -40.5% | +1.1% |
| YTD | +23.3% | +49.4% | -26.1% | +8.0% |
| 1Y | +29.6% | +16.5% | +13.0% | +20.6% |
| 3Y | +70.5% | +31.5% | +39.0% | +48.4% |
| 5Y | +73.5% | -38.6% | +112.1% | +79.3% |
| 10Y | +198.3% | +421.0% | -222.6% | +62.6% |
| All | +726.5% | +1,618.2% | -891.7% | +186.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling