-31.3%
ZBH vs IWD
+73.8%
-105.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.1% | -3.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.1% |
| 30D | -2.4% | -0.8% | -1.6% | -1.7% |
| 3M | +8.3% | +8.0% | +0.2% | +1.3% |
| 6M | +0.7% | +18.2% | -17.5% | -13.0% |
| YTD | +5.3% | +22.3% | -17.0% | -11.7% |
| 1Y | -9.1% | +28.9% | -38.0% | -27.3% |
| 3Y | -19.7% | +71.5% | -91.2% | -51.0% |
| 5Y | -31.3% | +73.6% | -104.9% | -58.4% |
| All | -31.3% | +73.8% | -105.1% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling