-39.5%
ZS vs IWD
+29.9%
-69.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | 0.0% |
| 7D | -11.1% | +1.3% | -12.3% | -11.0% |
| 30D | -14.8% | +3.6% | -18.4% | -15.2% |
| 3M | +18.0% | +2.3% | +15.7% | +17.8% |
| 6M | +30.8% | +13.0% | +17.8% | +30.4% |
| YTD | -11.5% | +26.2% | -37.7% | -15.8% |
| All | -39.5% | +29.9% | -69.4% | -43.8% |
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 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