+490.7%
ZS vs IBB
+97.1%
+393.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.0% |
| 7D | -13.4% | +0.8% | -14.2% | -14.0% |
| 30D | -16.6% | +5.2% | -21.8% | -20.6% |
| 3M | +10.3% | +8.6% | +1.7% | +1.1% |
| 6M | +28.1% | +27.8% | +0.3% | -0.8% |
| YTD | -13.3% | +28.8% | -42.1% | -34.5% |
| 1Y | -40.7% | +36.4% | -77.1% | -58.0% |
| 3Y | +11.4% | +89.3% | -78.0% | -46.1% |
| 5Y | -42.2% | +43.3% | -85.4% | -61.1% |
| All | +490.7% | +97.1% | +393.6% | +193.4% |
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