+19.4%
ZBH vs IWD
+202.4%
-182.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.3% |
| 7D | -2.1% | +1.7% | -3.8% | -3.6% |
| 30D | +13.6% | +3.2% | +10.3% | +10.6% |
| 3M | +7.1% | +2.3% | +4.8% | +5.2% |
| 6M | +26.1% | +12.9% | +13.1% | +12.9% |
| YTD | +17.2% | +26.2% | -9.0% | -5.5% |
| 1Y | +17.4% | +28.3% | -10.9% | -6.7% |
| 3Y | +2.0% | +84.4% | -82.3% | -43.1% |
| 5Y | -15.0% | +73.0% | -87.9% | -49.6% |
| All | +19.4% | +202.4% | -182.9% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling