+77.0%
ZTS vs IWD
+212.1%
-135.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +1.9% |
| 7D | -1.0% | +1.3% | -2.3% | -1.8% |
| 30D | +10.8% | +3.6% | +7.2% | +7.7% |
| 3M | +14.1% | +2.3% | +11.7% | +12.2% |
| 6M | +0.8% | +13.0% | -12.3% | -9.5% |
| YTD | -33.1% | +26.2% | -59.3% | -45.3% |
| 1Y | -30.0% | +30.5% | -60.5% | -44.4% |
| 3Y | -49.5% | +86.2% | -135.7% | -70.7% |
| 5Y | -60.2% | +72.9% | -133.1% | -75.3% |
| 10Y | +77.0% | +205.0% | -128.0% | -31.8% |
| All | +77.0% | +212.1% | -135.0% | -31.8% |
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