+46.6%
ZM vs IWD
+142.0%
-95.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.0% | +1.6% | -2.6% | -1.6% |
| 30D | -7.0% | +3.6% | -10.6% | -8.2% |
| 3M | -15.2% | +2.0% | -17.2% | -15.8% |
| 6M | -16.8% | +13.1% | -29.8% | -20.3% |
| YTD | +5.4% | +26.2% | -20.8% | -3.1% |
| 1Y | +9.3% | +29.6% | -20.2% | -0.3% |
| 3Y | +46.5% | +84.3% | -37.8% | +21.4% |
| 5Y | -63.8% | +73.4% | -137.3% | -70.5% |
| All | +46.6% | +142.0% | -95.4% | +56.0% |
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