+64.8%
IBB vs ZCMD
-100.0%
+164.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | +4.9% | -21.6% | +26.4% | +4.9% |
| 3M | +24.2% | -67.4% | +91.6% | +24.4% |
| 6M | +23.8% | -99.4% | +123.3% | +25.4% |
| YTD | +23.0% | -99.7% | +122.7% | +24.9% |
| 1Y | +46.2% | -99.9% | +146.1% | +49.0% |
| 3Y | +64.8% | -100.0% | +164.8% | +68.5% |
| All | +64.8% | -100.0% | +164.8% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling