-18.4%
Z vs IBB
+75.6%
-94.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.0% | -5.6% | -6.6% |
| 7D | -2.3% | -3.6% | +1.4% | +1.0% |
| 30D | +9.4% | +3.4% | +6.0% | +6.7% |
| 3M | -16.1% | +9.5% | -25.6% | -22.3% |
| 6M | -30.4% | +23.3% | -53.7% | -42.1% |
| YTD | -55.6% | +24.5% | -80.1% | -63.8% |
| 1Y | -58.5% | +32.9% | -91.4% | -68.4% |
| All | -18.4% | +75.6% | -94.0% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling