+71.5%
IWD vs ZCMD
-100.0%
+171.5%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -0.8% | -21.6% | +20.8% | -0.7% |
| 3M | +8.0% | -67.4% | +75.4% | +7.9% |
| 6M | +18.2% | -99.4% | +117.6% | +19.5% |
| YTD | +22.3% | -99.7% | +122.1% | +24.0% |
| 1Y | +28.9% | -99.9% | +128.8% | +31.0% |
| 3Y | +71.5% | -100.0% | +171.5% | +72.3% |
| All | +71.5% | -100.0% | +171.5% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling