+73.4%
IWF vs ZBH
-31.2%
+104.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -1.7% | -6.6% | +4.8% | -0.2% |
| 30D | -1.8% | -4.9% | +3.1% | -0.8% |
| 3M | +1.5% | +5.1% | -3.7% | -0.4% |
| 6M | +7.7% | +1.3% | +6.4% | +6.4% |
| YTD | +2.7% | +3.4% | -0.6% | +0.7% |
| 1Y | +6.8% | -8.7% | +15.4% | +7.7% |
| 3Y | +76.9% | -21.2% | +98.1% | +85.2% |
| 5Y | +73.4% | -29.2% | +102.6% | +76.2% |
| All | +73.4% | -31.2% | +104.6% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling