+85.9%
ZTS vs IBB
+127.7%
-41.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +1.8% |
| 7D | +1.0% | +1.6% | -0.6% | 0.0% |
| 30D | +12.4% | +6.7% | +5.7% | +8.1% |
| 3M | +13.6% | +6.3% | +7.2% | +9.1% |
| 6M | +9.3% | +23.9% | -14.6% | -5.1% |
| YTD | -32.6% | +26.6% | -59.2% | -42.2% |
| 1Y | -30.0% | +29.6% | -59.7% | -41.0% |
| 3Y | -48.7% | +86.1% | -134.8% | -65.9% |
| 5Y | -59.3% | +40.3% | -99.7% | -68.1% |
| All | +85.9% | +127.7% | -41.9% | +7.4% |
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 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