+398.6%
ZS vs IWF
+263.5%
+135.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | -0.4% |
| 7D | -3.1% | -0.9% | -2.2% | -1.9% |
| 30D | -7.2% | -1.7% | -5.5% | -4.8% |
| 3M | +30.5% | +0.7% | +29.8% | +28.9% |
| 6M | +7.0% | +8.6% | -1.6% | -4.6% |
| YTD | -26.8% | +3.5% | -30.4% | -30.3% |
| 1Y | -42.6% | +7.0% | -49.6% | -47.8% |
| 3Y | -0.3% | +76.3% | -76.6% | -53.5% |
| 5Y | -39.2% | +74.8% | -114.0% | -69.4% |
| All | +398.6% | +263.5% | +135.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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