+24.7%
Z vs IBB
+70.4%
-45.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.4% |
| 7D | -3.0% | +1.4% | -4.4% | -4.2% |
| 30D | -4.2% | +10.5% | -14.7% | -12.4% |
| 3M | -3.7% | +23.6% | -27.3% | -20.4% |
| 6M | -24.5% | +22.6% | -47.1% | -37.6% |
| YTD | -49.3% | +25.7% | -75.0% | -59.2% |
| 1Y | -58.7% | +51.4% | -110.1% | -71.9% |
| 3Y | -34.1% | +64.4% | -98.5% | -58.1% |
| 5Y | -64.5% | +22.1% | -86.7% | -71.1% |
| 10Y | -0.5% | +132.5% | -133.0% | -42.4% |
| All | +24.7% | +70.4% | -45.7% | -23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling