+40.6%
ZM vs IBB
+68.5%
-27.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.1% | +3.6% |
| 7D | +2.9% | +1.4% | +1.5% | +2.3% |
| 30D | +0.7% | +10.5% | -9.8% | -3.7% |
| 3M | -3.7% | +23.6% | -27.3% | -12.9% |
| 6M | +29.9% | +22.6% | +7.3% | +17.4% |
| YTD | +17.4% | +25.7% | -8.2% | +4.6% |
| 1Y | +22.4% | +51.4% | -29.0% | -1.7% |
| All | +40.6% | +68.5% | -27.8% | -0.8% |
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 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