+62.2%
ZM vs IBB
+86.1%
-23.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.3% |
| 7D | +11.0% | -0.5% | +11.6% | +11.3% |
| 30D | +5.6% | +4.6% | +1.1% | +3.7% |
| 3M | -9.1% | +6.8% | -16.0% | -11.8% |
| 6M | -2.6% | +23.1% | -25.7% | -11.7% |
| YTD | +15.7% | +26.0% | -10.4% | +3.2% |
| 1Y | +18.8% | +30.4% | -11.6% | +3.9% |
| 3Y | +62.2% | +85.4% | -23.3% | +23.9% |
| All | +62.2% | +86.1% | -23.9% | +23.9% |
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