-62.4%
ZTS vs IWF
+72.9%
-135.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -3.8% | +0.5% | -4.3% | -4.0% |
| 30D | -2.0% | -1.4% | -0.7% | -1.4% |
| 3M | -10.2% | +0.4% | -10.6% | -11.0% |
| 6M | -39.4% | +8.5% | -47.9% | -42.8% |
| YTD | -40.8% | +3.7% | -44.5% | -42.7% |
| 1Y | -50.1% | +8.5% | -58.6% | -53.0% |
| 3Y | -58.9% | +78.5% | -137.4% | -73.4% |
| 5Y | -62.4% | +73.6% | -136.0% | -76.0% |
| All | -62.4% | +72.9% | -135.2% | -76.0% |
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