+73.3%
IWD vs ZCMD
-100.0%
+173.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -0.6% |
| 7D | -1.2% | -4.1% | +3.0% | -1.2% |
| 30D | -1.6% | -22.7% | +21.1% | -1.6% |
| 3M | +7.0% | -62.5% | +69.5% | +6.8% |
| 6M | +17.0% | -99.5% | +116.4% | +18.6% |
| YTD | +21.6% | -99.7% | +121.4% | +23.8% |
| 1Y | +28.0% | -99.9% | +127.9% | +30.7% |
| 3Y | +70.6% | -100.0% | +170.5% | +75.9% |
| 5Y | +73.3% | -100.0% | +173.3% | +78.1% |
| All | +73.3% | -100.0% | +173.3% | +78.1% |
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