+284.4%
ZBH vs IWD
+695.3%
-410.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.6% |
| 30D | -0.1% | +0.6% | -0.7% | -0.5% |
| 3M | +13.4% | +7.2% | +6.2% | +7.5% |
| 6M | +3.0% | +16.2% | -13.2% | -8.3% |
| YTD | +9.7% | +23.3% | -13.7% | -6.8% |
| 1Y | -5.4% | +29.6% | -35.0% | -22.6% |
| 3Y | -15.6% | +70.5% | -86.0% | -44.3% |
| 5Y | -28.1% | +73.5% | -101.6% | -53.0% |
| 10Y | -15.2% | +198.3% | -213.6% | -62.4% |
| All | +284.4% | +695.3% | -410.9% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling