+124.7%
IWD vs ZCMD
-100.0%
+224.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.1% | +8.0% | +0.9% |
| 7D | -0.8% | -5.4% | +4.6% | -0.8% |
| 30D | -0.8% | -24.8% | +23.9% | -0.7% |
| 3M | +6.9% | -62.8% | +69.7% | +6.3% |
| 6M | +18.3% | -99.5% | +117.8% | +22.1% |
| YTD | +22.4% | -99.8% | +122.1% | +27.2% |
| 1Y | +27.4% | -99.9% | +127.3% | +33.9% |
| 3Y | +71.2% | -100.0% | +171.1% | +85.9% |
| 5Y | +75.7% | -100.0% | +175.7% | +91.1% |
| All | +124.7% | -100.0% | +224.7% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling