+46.6%
ZM vs IBB
+109.8%
-63.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.1% |
| 7D | -1.0% | +0.8% | -1.8% | -1.7% |
| 30D | -7.0% | +5.2% | -12.2% | -10.4% |
| 3M | -15.2% | +8.6% | -23.8% | -20.6% |
| 6M | -16.8% | +27.8% | -44.6% | -31.5% |
| YTD | +5.4% | +28.8% | -23.4% | -14.5% |
| 1Y | +9.3% | +36.4% | -27.1% | -15.2% |
| 3Y | +46.5% | +89.3% | -42.9% | -14.9% |
| 5Y | -63.8% | +43.3% | -107.1% | -73.9% |
| All | +46.6% | +109.8% | -63.2% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling