-58.7%
ZTS vs IWD
+72.9%
-131.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.8% |
| 7D | +5.6% | +2.3% | +3.3% | +3.2% |
| 30D | +12.1% | +3.6% | +8.5% | +8.5% |
| 3M | +11.3% | +2.2% | +9.1% | +9.3% |
| 6M | +14.3% | +13.0% | +1.3% | +1.3% |
| YTD | -31.9% | +26.5% | -58.4% | -45.9% |
| 1Y | -29.3% | +30.1% | -59.4% | -45.4% |
| 3Y | -48.0% | +84.9% | -132.9% | -72.2% |
| All | -58.7% | +72.9% | -131.6% | -76.7% |
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