+51.2%
ZM vs IWD
+84.1%
-32.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.2% |
| 7D | -0.3% | +1.3% | -1.5% | -1.5% |
| 30D | -6.2% | +3.6% | -9.7% | -9.2% |
| 3M | -12.2% | +2.3% | -14.6% | -14.1% |
| 6M | -16.0% | +13.0% | -29.1% | -25.1% |
| YTD | +6.3% | +26.2% | -19.9% | -15.2% |
| 1Y | +12.3% | +30.5% | -18.2% | -13.5% |
| 3Y | +51.2% | +86.2% | -35.0% | -16.8% |
| All | +51.2% | +84.1% | -32.9% | -16.8% |
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