+483.2%
ZS vs IWF
+241.9%
+241.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +1.1% |
| 7D | -2.6% | +2.8% | -5.4% | -6.2% |
| 30D | -12.8% | -7.5% | -5.3% | -3.5% |
| 3M | +2.3% | -8.5% | +10.8% | +14.8% |
| 6M | +26.3% | -7.4% | +33.7% | +38.8% |
| YTD | -14.4% | -2.6% | -11.8% | -11.9% |
| 1Y | -37.6% | -1.8% | -35.8% | -36.6% |
| 3Y | +8.0% | +65.5% | -57.4% | -45.6% |
| 5Y | -44.9% | +55.8% | -100.7% | -68.4% |
| All | +483.2% | +241.9% | +241.4% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling