+174.6%
ZTS vs IWD
+342.3%
-167.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | 0.0% |
| 7D | -2.0% | -0.3% | -1.7% | -1.8% |
| 30D | +1.9% | +0.6% | +1.3% | +1.4% |
| 3M | -4.0% | +7.2% | -11.2% | -9.8% |
| 6M | -39.1% | +16.2% | -55.3% | -46.6% |
| YTD | -38.8% | +23.3% | -62.1% | -49.0% |
| 1Y | -49.6% | +29.6% | -79.1% | -59.7% |
| 3Y | -59.0% | +70.5% | -129.4% | -74.3% |
| 5Y | -61.8% | +73.5% | -135.2% | -76.3% |
| 10Y | +61.4% | +198.3% | -136.9% | -38.5% |
| All | +174.6% | +342.3% | -167.6% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling