+503.2%
ZS vs IWD
+154.2%
+349.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -1.1% |
| 7D | -11.1% | +1.3% | -12.3% | -11.9% |
| 30D | -14.8% | +3.6% | -18.4% | -17.4% |
| 3M | +18.0% | +2.3% | +15.7% | +15.8% |
| 6M | +30.8% | +13.0% | +17.8% | +17.6% |
| YTD | -11.5% | +26.2% | -37.7% | -28.3% |
| 1Y | -37.8% | +30.5% | -68.3% | -51.1% |
| 3Y | +16.6% | +86.2% | -69.6% | -31.9% |
| 5Y | -43.6% | +72.9% | -116.4% | -64.3% |
| All | +503.2% | +154.2% | +349.0% | +212.1% |
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