+37.5%
ZM vs IWD
+73.3%
-35.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.9% |
| 7D | +2.9% | -0.3% | +3.2% | +3.2% |
| 30D | +0.7% | +0.6% | +0.1% | +0.1% |
| 3M | -3.7% | +7.2% | -10.9% | -9.8% |
| 6M | +29.9% | +16.2% | +13.7% | +12.2% |
| YTD | +17.4% | +23.3% | -5.9% | -4.7% |
| 1Y | +22.4% | +29.6% | -7.2% | -5.6% |
| All | +37.5% | +73.3% | -35.8% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling