+403.3%
ZS vs IWD
+145.0%
+258.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.1% | +3.1% |
| 7D | -3.8% | -1.2% | -2.7% | -2.8% |
| 30D | -6.0% | -1.6% | -4.3% | -4.6% |
| 3M | +32.0% | +7.0% | +25.0% | +24.5% |
| 6M | +2.1% | +17.0% | -14.8% | -11.4% |
| YTD | -26.2% | +21.6% | -47.8% | -38.3% |
| 1Y | -41.2% | +28.0% | -69.2% | -53.0% |
| 3Y | +3.3% | +70.6% | -67.2% | -34.9% |
| 5Y | -40.7% | +73.3% | -114.1% | -62.1% |
| All | +403.3% | +145.0% | +258.3% | +168.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling