+55.5%
ZTS vs IWF
+418.7%
-363.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | -4.5% | -1.7% | -2.8% | -3.3% |
| 30D | -3.3% | -1.8% | -1.5% | -2.2% |
| 3M | -9.7% | +1.5% | -11.2% | -11.5% |
| 6M | -38.8% | +7.7% | -46.5% | -42.8% |
| YTD | -41.2% | +2.7% | -43.9% | -43.2% |
| 1Y | -50.3% | +6.8% | -57.1% | -53.4% |
| 3Y | -59.1% | +76.9% | -136.0% | -75.2% |
| 5Y | -62.8% | +73.4% | -136.2% | -77.4% |
| All | +55.5% | +418.7% | -363.2% | -64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling