-36.7%
ZS vs IWD
+30.5%
-67.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.3% |
| 7D | -7.8% | -0.3% | -7.6% | -7.7% |
| 30D | +5.0% | +0.6% | +4.5% | +4.9% |
| 3M | +25.5% | +7.2% | +18.3% | +23.6% |
| 6M | +8.7% | +16.2% | -7.5% | +4.0% |
| YTD | -24.5% | +23.3% | -47.8% | -31.2% |
| 1Y | -36.7% | +29.6% | -66.3% | -45.6% |
| All | -36.7% | +30.5% | -67.2% | -45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling