+47.9%
ZM vs IBB
+112.1%
-64.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.7% | +0.1% |
| 7D | -0.3% | +2.7% | -3.0% | -2.3% |
| 30D | -6.2% | +6.3% | -12.5% | -10.3% |
| 3M | -12.2% | +11.1% | -23.3% | -19.1% |
| 6M | -16.0% | +29.2% | -45.3% | -31.5% |
| YTD | +6.3% | +30.2% | -23.9% | -14.4% |
| 1Y | +12.3% | +39.5% | -27.2% | -14.3% |
| 3Y | +51.2% | +92.3% | -41.1% | -13.2% |
| 5Y | -64.5% | +43.0% | -107.5% | -74.4% |
| All | +47.9% | +112.1% | -64.2% | -10.0% |
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