+126.5%
IWD vs ZCMD
-100.0%
+226.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.1% | -0.6% |
| 7D | -0.3% | -8.0% | +7.7% | -0.2% |
| 30D | +0.6% | -27.9% | +28.5% | +0.8% |
| 3M | +7.2% | -74.6% | +81.8% | +7.1% |
| 6M | +16.2% | -99.5% | +115.7% | +19.7% |
| YTD | +23.3% | -99.7% | +123.1% | +28.2% |
| 1Y | +29.6% | -99.9% | +129.5% | +35.8% |
| 3Y | +70.5% | -100.0% | +170.4% | +85.1% |
| 5Y | +73.5% | -100.0% | +173.5% | +88.9% |
| All | +126.5% | -100.0% | +226.5% | +171.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling