-16.1%
Z vs IBB
+156.3%
-172.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.2% | -4.1% |
| 7D | -4.6% | -1.8% | -2.7% | -2.5% |
| 30D | +8.3% | +5.1% | +3.3% | +3.2% |
| 3M | -11.6% | +10.7% | -22.3% | -20.6% |
| 6M | -33.6% | +22.9% | -56.5% | -46.9% |
| YTD | -56.7% | +26.7% | -83.4% | -66.8% |
| 1Y | -59.1% | +35.1% | -94.2% | -70.7% |
| 3Y | -20.4% | +80.2% | -100.6% | -57.9% |
| 5Y | -55.3% | +37.8% | -93.1% | -68.4% |
| All | -16.1% | +156.3% | -172.4% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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