+29.6%
IWD vs ZCMD
-99.9%
+129.5%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.7% |
| 7D | -0.3% | -8.0% | +7.8% | -0.2% |
| 30D | +0.6% | -27.9% | +28.5% | +0.7% |
| 3M | +7.2% | -74.6% | +81.8% | +7.5% |
| 6M | +16.2% | -99.5% | +115.7% | +19.3% |
| YTD | +23.3% | -99.7% | +123.1% | +28.4% |
| 1Y | +29.6% | -99.9% | +129.5% | +37.5% |
| All | +29.6% | -99.9% | +129.5% | +37.5% |
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