+413.4%
IWF vs ZBH
-16.2%
+429.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.4% |
| 7D | -0.9% | -4.7% | +3.7% | +0.5% |
| 30D | -1.7% | -4.5% | +2.8% | -0.4% |
| 3M | +0.7% | +7.6% | -6.9% | -2.3% |
| 6M | +8.6% | +0.3% | +8.3% | +7.3% |
| YTD | +3.5% | +4.5% | -1.0% | +0.6% |
| 1Y | +7.0% | -9.4% | +16.4% | +8.3% |
| 3Y | +76.3% | -21.5% | +97.8% | +83.9% |
| 5Y | +74.8% | -28.4% | +103.2% | +85.6% |
| All | +413.4% | -16.2% | +429.6% | +382.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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