-65.5%
ZM vs IWD
+75.3%
-140.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +4.1% |
| 7D | +2.9% | -0.3% | +3.2% | +3.3% |
| 30D | +0.7% | +0.6% | +0.1% | 0.0% |
| 3M | -3.7% | +7.2% | -10.9% | -11.9% |
| 6M | +29.9% | +16.2% | +13.7% | +6.8% |
| YTD | +17.4% | +23.3% | -5.9% | -10.8% |
| 1Y | +22.4% | +29.6% | -7.2% | -12.9% |
| 3Y | +41.3% | +70.5% | -29.2% | -32.5% |
| All | -65.5% | +75.3% | -140.8% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling