+10.1%
IWF vs ZCMD
-99.9%
+110.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | 0.0% |
| 7D | +0.5% | -8.0% | +8.6% | +0.6% |
| 30D | -0.4% | -27.9% | +27.5% | -0.2% |
| 3M | -2.6% | -74.6% | +72.0% | -2.9% |
| 6M | +9.1% | -99.5% | +108.6% | +10.0% |
| YTD | +4.5% | -99.7% | +104.2% | +6.4% |
| 1Y | +10.1% | -99.9% | +110.0% | +12.8% |
| All | +10.1% | -99.9% | +110.0% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling