+78.9%
IBB vs ZCMD
-100.0%
+178.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -0.9% |
| 7D | -3.9% | -4.1% | +0.2% | -3.9% |
| 30D | +2.7% | -22.7% | +25.5% | +2.9% |
| 3M | +21.4% | -62.5% | +83.8% | +20.7% |
| 6M | +20.1% | -99.5% | +119.5% | +25.3% |
| YTD | +21.9% | -99.7% | +121.6% | +28.7% |
| 1Y | +44.1% | -99.9% | +144.0% | +54.6% |
| 3Y | +63.4% | -100.0% | +163.3% | +84.8% |
| 5Y | +19.8% | -100.0% | +119.7% | +35.8% |
| All | +78.9% | -100.0% | +178.9% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling