-42.3%
ZS vs IWD
+73.8%
-116.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -3.4% |
| 7D | -9.2% | -0.2% | -9.0% | -8.9% |
| 30D | -4.0% | -0.8% | -3.2% | -2.8% |
| 3M | +25.3% | +8.0% | +17.3% | +11.9% |
| 6M | -1.3% | +18.2% | -19.5% | -23.7% |
| YTD | -28.0% | +22.3% | -50.3% | -47.5% |
| 1Y | -42.5% | +28.9% | -71.4% | -61.5% |
| 3Y | +0.7% | +71.5% | -70.8% | -58.5% |
| 5Y | -42.3% | +73.6% | -115.9% | -75.5% |
| All | -42.3% | +73.8% | -116.1% | -75.5% |
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