+84.5%
IBB vs ZCMD
-100.0%
+184.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.9% |
| 7D | +1.4% | -8.0% | +9.4% | +1.5% |
| 30D | +10.5% | -27.9% | +38.4% | +10.7% |
| 3M | +23.6% | -74.6% | +98.2% | +23.6% |
| 6M | +22.6% | -99.5% | +122.1% | +27.9% |
| YTD | +25.7% | -99.7% | +125.4% | +32.8% |
| 1Y | +51.4% | -99.9% | +151.3% | +62.1% |
| 3Y | +64.4% | -100.0% | +164.4% | +86.1% |
| 5Y | +22.1% | -100.0% | +122.1% | +39.0% |
| All | +84.5% | -100.0% | +184.5% | +132.3% |
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