+9.2%
Z vs IBB
+68.8%
-59.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.0% | -5.6% | -6.4% |
| 7D | -2.3% | -3.6% | +1.4% | +1.2% |
| 30D | +9.4% | +3.4% | +6.0% | +6.4% |
| 3M | -16.1% | +9.5% | -25.6% | -22.7% |
| 6M | -30.4% | +23.3% | -53.7% | -42.6% |
| YTD | -55.6% | +24.5% | -80.1% | -64.0% |
| 1Y | -58.5% | +32.9% | -91.4% | -68.3% |
| 3Y | -19.6% | +76.6% | -96.2% | -51.9% |
| 5Y | -54.1% | +35.5% | -89.6% | -65.2% |
| 10Y | -12.1% | +156.7% | -168.8% | -50.4% |
| All | +9.2% | +68.8% | -59.6% | -32.7% |
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