-13.2%
ZBH vs IWD
+72.9%
-86.1%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +0.8% |
| 7D | +11.3% | +1.3% | +10.0% | +10.3% |
| 30D | +21.5% | +3.6% | +18.0% | +18.2% |
| 3M | +12.5% | +2.3% | +10.2% | +10.6% |
| 6M | +32.3% | +13.0% | +19.2% | +19.3% |
| YTD | +21.4% | +26.2% | -4.7% | -0.5% |
| 1Y | +23.7% | +30.5% | -6.7% | -1.5% |
| 3Y | +7.0% | +86.2% | -79.2% | -39.0% |
| 5Y | -13.2% | +72.9% | -86.1% | -46.4% |
| All | -13.2% | +72.9% | -86.1% | -46.4% |
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