+191.4%
IWF vs ZCMD
-100.0%
+291.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | +1.5% | -1.4% | +2.9% | +1.5% |
| 30D | -1.3% | -21.6% | +20.3% | -1.1% |
| 3M | +0.1% | -67.4% | +67.5% | -0.4% |
| 6M | +10.3% | -99.4% | +109.7% | +12.8% |
| YTD | +4.2% | -99.7% | +103.9% | +7.5% |
| 1Y | +9.3% | -99.9% | +109.2% | +13.6% |
| 3Y | +79.3% | -100.0% | +179.3% | +94.4% |
| 5Y | +73.8% | -100.0% | +173.8% | +88.7% |
| All | +191.4% | -100.0% | +291.4% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling