+55.1%
ZM vs IWD
+133.3%
-78.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +0.3% | -1.2% | +1.5% | +0.8% |
| 30D | -10.3% | -1.6% | -8.6% | -9.7% |
| 3M | -0.7% | +7.0% | -7.7% | -3.0% |
| 6M | +24.8% | +17.0% | +7.8% | +18.0% |
| YTD | +11.5% | +21.6% | -10.2% | +3.9% |
| 1Y | +12.3% | +28.0% | -15.7% | +2.9% |
| 3Y | +33.5% | +70.6% | -37.1% | +13.1% |
| 5Y | -67.5% | +73.3% | -140.8% | -72.9% |
| All | +55.1% | +133.3% | -78.1% | +67.2% |
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 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