+76.3%
IWF vs ZCMD
-100.0%
+176.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.0% | +7.8% | +0.8% |
| 7D | -0.9% | -5.4% | +4.5% | -0.9% |
| 30D | -1.7% | -24.8% | +23.0% | -1.6% |
| 3M | +0.7% | -62.8% | +63.4% | +0.4% |
| 6M | +8.6% | -99.5% | +108.1% | +8.2% |
| YTD | +3.5% | -99.8% | +103.3% | +3.2% |
| 1Y | +7.0% | -99.9% | +106.9% | +6.5% |
| 3Y | +76.3% | -100.0% | +176.3% | +77.0% |
| All | +76.3% | -100.0% | +176.3% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling