+89.1%
IBB vs ZCMD
-100.0%
+189.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.8% | +2.7% | -1.1% |
| 7D | +0.8% | -3.0% | +3.8% | +0.8% |
| 30D | +5.2% | -39.5% | +44.7% | +5.6% |
| 3M | +8.6% | -57.8% | +66.4% | +9.2% |
| 6M | +27.8% | -99.7% | +127.5% | +33.9% |
| YTD | +28.8% | -99.9% | +128.7% | +36.6% |
| 1Y | +36.4% | -99.9% | +136.3% | +45.5% |
| 3Y | +89.3% | -100.0% | +189.3% | +113.8% |
| 5Y | +43.3% | -100.0% | +143.3% | +64.7% |
| All | +89.1% | -100.0% | +189.1% | +139.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling