+414.5%
ZS vs IBB
+92.3%
+322.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.9% | -3.6% | -3.7% |
| 7D | -7.8% | +1.4% | -9.3% | -9.1% |
| 30D | +5.0% | +10.5% | -5.4% | -5.2% |
| 3M | +25.5% | +23.6% | +1.9% | +1.3% |
| 6M | +8.7% | +22.6% | -13.9% | -13.1% |
| YTD | -24.5% | +25.7% | -50.2% | -41.5% |
| 1Y | -36.7% | +51.4% | -88.1% | -59.7% |
| 3Y | +7.2% | +64.4% | -57.2% | -39.5% |
| 5Y | -40.9% | +22.1% | -63.1% | -53.9% |
| All | +414.5% | +92.3% | +322.3% | +162.2% |
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