+51.4%
IBB vs ZCMD
-99.9%
+151.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | -0.9% |
| 7D | +1.4% | -8.0% | +9.4% | +1.4% |
| 30D | +10.5% | -27.9% | +38.4% | +10.4% |
| 3M | +23.6% | -74.6% | +98.2% | +24.3% |
| 6M | +22.6% | -99.5% | +122.1% | +24.5% |
| YTD | +25.7% | -99.7% | +125.4% | +28.7% |
| 1Y | +51.4% | -99.9% | +151.3% | +57.6% |
| All | +51.4% | -99.9% | +151.3% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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