-67.1%
ZM vs IWF
+73.7%
-140.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.7% |
| 7D | -5.7% | -0.9% | -4.8% | -4.7% |
| 30D | -9.1% | -1.7% | -7.4% | -7.2% |
| 3M | +3.5% | +0.7% | +2.9% | +2.4% |
| 6M | +25.7% | +8.6% | +17.1% | +14.1% |
| YTD | +10.8% | +3.5% | +7.2% | +6.1% |
| 1Y | +12.8% | +7.0% | +5.7% | +3.6% |
| 3Y | +33.1% | +76.3% | -43.2% | -38.4% |
| All | -67.1% | +73.7% | -140.7% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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