+32.8%
IWD vs ZCMD
-99.9%
+132.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.6% | +2.6% |
| 7D | +2.5% | -13.3% | +15.9% | +2.6% |
| 30D | +6.0% | -49.6% | +55.6% | +6.1% |
| 3M | +3.8% | -54.6% | +58.4% | +3.9% |
| 6M | +16.3% | -99.8% | +116.1% | +20.1% |
| YTD | +27.5% | -99.9% | +127.3% | +32.4% |
| 1Y | +32.8% | -99.9% | +132.7% | +41.5% |
| All | +32.8% | -99.9% | +132.7% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 1y: compounded portfolio wealth divided by compounded ZCMD 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…
1y analysis · Full analysis span regression · 6 months rolling