+745.9%
IWD vs ZBRA
+1,405.5%
-659.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | +0.4% |
| 7D | +1.7% | -1.2% | +2.9% | +2.0% |
| 30D | +3.2% | -17.8% | +21.0% | +8.4% |
| 3M | +2.3% | -16.0% | +18.3% | +6.7% |
| 6M | +12.9% | +31.4% | -18.5% | +3.0% |
| YTD | +26.2% | +30.9% | -4.7% | +14.1% |
| 1Y | +28.3% | +24.3% | +4.0% | +17.4% |
| 3Y | +84.4% | +54.2% | +30.2% | +53.4% |
| 5Y | +73.0% | -46.3% | +119.3% | +85.0% |
| 10Y | +203.3% | +375.2% | -171.9% | +69.0% |
| All | +745.9% | +1,405.5% | -659.6% | +202.1% |
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