+85.9%
ZTS vs IWD
+202.4%
-116.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +1.0% | +1.7% | -0.6% | -0.4% |
| 30D | +12.4% | +3.2% | +9.2% | +9.6% |
| 3M | +13.6% | +2.3% | +11.3% | +11.7% |
| 6M | +9.3% | +12.9% | -3.6% | -1.7% |
| YTD | -32.6% | +26.2% | -58.8% | -44.9% |
| 1Y | -30.0% | +28.3% | -58.3% | -43.6% |
| 3Y | -48.7% | +84.4% | -133.1% | -70.0% |
| 5Y | -59.3% | +73.0% | -132.3% | -74.8% |
| All | +85.9% | +202.4% | -116.5% | -30.8% |
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