+75.0%
IWF vs ZBRA
+33.4%
+41.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -1.7% | -3.8% | +2.1% | -0.8% |
| 30D | -1.8% | -10.2% | +8.3% | +0.7% |
| 3M | +1.5% | +58.7% | -57.2% | -10.8% |
| 6M | +7.7% | +61.9% | -54.2% | -6.4% |
| YTD | +2.7% | +41.7% | -39.0% | -8.1% |
| 1Y | +6.8% | +12.4% | -5.6% | +1.6% |
| All | +75.0% | +33.4% | +41.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 3y: compounded portfolio wealth divided by compounded ZBRA 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…
3y analysis · Full analysis span regression · 6 months rolling