+73.0%
IWD vs ZCMD
-100.0%
+173.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.4% |
| 7D | +1.7% | -2.9% | +4.6% | +1.7% |
| 30D | +3.2% | -28.5% | +31.7% | +3.3% |
| 3M | +2.3% | -56.5% | +58.8% | +2.5% |
| 6M | +12.9% | -99.7% | +112.6% | +14.6% |
| YTD | +26.2% | -99.9% | +126.1% | +28.6% |
| 1Y | +28.3% | -99.9% | +128.2% | +30.9% |
| 3Y | +84.4% | -100.0% | +184.4% | +89.9% |
| 5Y | +73.0% | -100.0% | +173.0% | +79.4% |
| All | +73.0% | -100.0% | +173.0% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling