+22.5%
ZBH vs IBB
+132.2%
-109.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | +10.6% | +0.8% | +9.8% | +10.3% |
| 30D | +20.4% | +5.2% | +15.2% | +17.4% |
| 3M | +10.0% | +8.6% | +1.5% | +5.3% |
| 6M | +31.0% | +27.8% | +3.2% | +15.1% |
| YTD | +20.3% | +28.8% | -8.5% | +4.9% |
| 1Y | +22.2% | +36.4% | -14.2% | +3.4% |
| 3Y | +4.7% | +89.3% | -84.6% | -26.8% |
| 5Y | -13.7% | +43.3% | -57.0% | -30.9% |
| All | +22.5% | +132.2% | -109.6% | -26.8% |
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 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