-43.6%
ZS vs IWD
+68.9%
-112.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | -16.9% | -0.5% | -16.4% | -16.2% |
| 30D | -7.4% | +2.7% | -10.1% | -10.8% |
| 3M | +21.6% | +0.9% | +20.7% | +20.2% |
| 6M | +42.4% | +10.5% | +31.8% | +22.5% |
| YTD | -12.1% | +23.7% | -35.8% | -37.2% |
| 1Y | -37.8% | +28.7% | -66.6% | -58.4% |
| 3Y | +20.9% | +79.7% | -58.8% | -54.7% |
| All | -43.6% | +68.9% | -112.4% | -75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling