+189.6%
ZTS vs IWD
+343.6%
-154.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.0% |
| 7D | -0.4% | -0.5% | +0.1% | +0.3% |
| 30D | +11.7% | +2.7% | +9.1% | +9.5% |
| 3M | +3.5% | +0.9% | +2.6% | +3.0% |
| 6M | -27.6% | +10.5% | -38.2% | -33.5% |
| YTD | -35.5% | +23.7% | -59.2% | -46.2% |
| 1Y | -32.1% | +28.7% | -60.8% | -45.3% |
| 3Y | -49.1% | +79.7% | -128.8% | -69.4% |
| 5Y | -61.0% | +69.7% | -130.7% | -75.3% |
| 10Y | +74.4% | +211.4% | -137.0% | -35.7% |
| All | +189.6% | +343.6% | -154.0% | -16.5% |
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