+85.0%
IBB vs ZCMD
-100.0%
+185.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.4% |
| 7D | -0.5% | -7.7% | +7.2% | -0.5% |
| 30D | +4.6% | -34.8% | +39.3% | +4.9% |
| 3M | +6.8% | -56.3% | +63.1% | +7.4% |
| 6M | +23.1% | -99.7% | +122.8% | +28.9% |
| YTD | +26.0% | -99.9% | +125.9% | +33.7% |
| 1Y | +30.4% | -99.9% | +130.3% | +39.2% |
| 3Y | +85.4% | -100.0% | +185.4% | +109.1% |
| 5Y | +39.7% | -100.0% | +139.7% | +60.7% |
| All | +85.0% | -100.0% | +185.0% | +134.0% |
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