+503.2%
ZS vs IBB
+99.2%
+403.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -1.9% |
| 7D | -11.1% | +2.7% | -13.8% | -13.3% |
| 30D | -14.8% | +6.3% | -21.2% | -19.8% |
| 3M | +18.0% | +11.1% | +6.9% | +5.8% |
| 6M | +30.8% | +29.2% | +1.6% | +0.2% |
| YTD | -11.5% | +30.2% | -41.7% | -33.8% |
| 1Y | -37.8% | +39.5% | -77.3% | -56.9% |
| 3Y | +16.6% | +92.3% | -75.7% | -44.5% |
| 5Y | -43.6% | +43.0% | -86.5% | -61.9% |
| All | +503.2% | +99.2% | +403.9% | +196.5% |
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