+55.5%
ZM vs IWF
+231.7%
-176.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.6% |
| 7D | +1.6% | +1.5% | +0.1% | +0.4% |
| 30D | -7.7% | -1.3% | -6.4% | -6.6% |
| 3M | -4.7% | +0.1% | -4.8% | -5.0% |
| 6M | +24.4% | +10.3% | +14.2% | +14.1% |
| YTD | +11.8% | +4.2% | +7.6% | +7.8% |
| 1Y | +13.4% | +9.3% | +4.0% | +4.7% |
| 3Y | +33.8% | +79.3% | -45.5% | -21.9% |
| 5Y | -67.2% | +73.8% | -140.9% | -80.6% |
| All | +55.5% | +231.7% | -176.2% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling