+55.5%
ZM vs IBB
+100.3%
-44.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.2% | -2.7% | -3.3% |
| 7D | +1.6% | -1.7% | +3.3% | +2.9% |
| 30D | -7.7% | +4.9% | -12.6% | -11.1% |
| 3M | -4.7% | +24.2% | -28.9% | -19.4% |
| 6M | +24.4% | +23.8% | +0.6% | +4.5% |
| YTD | +11.8% | +23.0% | -11.2% | -5.9% |
| 1Y | +13.4% | +46.2% | -32.8% | -16.8% |
| 3Y | +33.8% | +64.8% | -31.0% | -12.9% |
| 5Y | -67.2% | +20.9% | -88.1% | -73.8% |
| All | +55.5% | +100.3% | -44.7% | -1.1% |
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 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