-26.7%
ZTS vs IWF
-1.6%
-25.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.4% | +7.1% | +7.5% |
| 7D | +15.4% | -4.2% | +19.6% | +15.3% |
| 30D | +25.8% | -8.1% | +33.9% | +25.8% |
| 3M | +18.1% | -5.1% | +23.2% | +18.0% |
| 6M | -19.7% | -1.4% | -18.3% | -20.8% |
| YTD | -27.5% | -0.1% | -27.4% | -29.8% |
| 1Y | -26.7% | -1.3% | -25.4% | -28.8% |
| All | -26.7% | -1.6% | -25.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling