+37.5%
ZBRA vs IBB
+64.8%
-27.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.6% | -1.2% |
| 7D | +2.6% | -1.7% | +4.2% | +3.9% |
| 30D | -6.4% | +4.9% | -11.2% | -10.6% |
| 3M | +51.3% | +24.2% | +27.1% | +26.3% |
| 6M | +60.5% | +23.8% | +36.7% | +33.4% |
| YTD | +45.2% | +23.0% | +22.2% | +20.4% |
| 1Y | +12.3% | +46.2% | -33.8% | -20.9% |
| 3Y | +37.5% | +64.8% | -27.3% | -15.6% |
| All | +37.5% | +64.8% | -27.3% | -15.6% |
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