+56.2%
ZTS vs IWD
+195.2%
-139.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.2% | -2.2% |
| 7D | -4.8% | -0.2% | -4.6% | -4.6% |
| 30D | +1.2% | -0.8% | +2.0% | +2.0% |
| 3M | -6.0% | +8.0% | -14.1% | -12.3% |
| 6M | -38.7% | +18.2% | -56.9% | -47.1% |
| YTD | -40.6% | +22.3% | -63.0% | -50.2% |
| 1Y | -50.6% | +28.9% | -79.5% | -60.4% |
| 3Y | -58.7% | +71.5% | -130.3% | -74.3% |
| 5Y | -62.8% | +73.6% | -136.4% | -77.0% |
| 10Y | +56.2% | +194.7% | -138.5% | -38.0% |
| All | +56.2% | +195.2% | -139.0% | -38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling