-58.7%
ZTS vs IWF
+55.4%
-114.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.6% |
| 7D | +5.6% | +2.8% | +2.8% | +4.0% |
| 30D | +12.1% | -7.5% | +19.6% | +16.5% |
| 3M | +11.3% | -8.5% | +19.8% | +16.1% |
| 6M | +14.3% | -7.4% | +21.7% | +17.8% |
| YTD | -31.9% | -2.6% | -29.2% | -32.0% |
| 1Y | -29.3% | -1.8% | -27.4% | -29.8% |
| 3Y | -48.0% | +65.5% | -113.5% | -64.9% |
| All | -58.7% | +55.4% | -114.1% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling