+22.2%
Z vs IBB
+77.8%
-55.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.6% | +6.8% | +7.2% |
| 7D | +10.2% | +2.2% | +8.0% | +8.2% |
| 30D | +23.7% | +6.3% | +17.3% | +17.1% |
| 3M | -6.6% | +16.3% | -22.9% | -18.4% |
| 6M | -23.0% | +30.0% | -53.0% | -39.4% |
| YTD | -50.3% | +31.1% | -81.5% | -61.6% |
| 1Y | -53.6% | +42.0% | -95.5% | -66.6% |
| 3Y | -10.1% | +85.9% | -96.0% | -48.7% |
| 5Y | -49.8% | +38.4% | -88.1% | -62.8% |
| 10Y | -1.6% | +170.4% | -172.0% | -47.0% |
| All | +22.2% | +77.8% | -55.6% | -28.1% |
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