-61.2%
ZTS vs IWD
+68.9%
-130.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | -0.4% | -0.5% | +0.1% | +0.4% |
| 30D | +11.7% | +2.7% | +9.1% | +9.2% |
| 3M | +3.5% | +0.9% | +2.6% | +2.9% |
| 6M | -27.6% | +10.5% | -38.2% | -34.3% |
| YTD | -35.5% | +23.7% | -59.2% | -47.6% |
| 1Y | -32.1% | +28.7% | -60.8% | -47.0% |
| 3Y | -49.1% | +79.7% | -128.8% | -72.0% |
| All | -61.2% | +68.9% | -130.1% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling