+56.2%
ZTS vs IBB
+122.6%
-66.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -1.7% |
| 7D | -4.8% | -1.7% | -3.1% | -3.8% |
| 30D | +1.2% | +4.9% | -3.6% | -1.8% |
| 3M | -6.0% | +24.2% | -30.2% | -18.0% |
| 6M | -38.7% | +23.8% | -62.6% | -46.4% |
| YTD | -40.6% | +23.0% | -63.6% | -48.0% |
| 1Y | -50.6% | +46.2% | -96.8% | -61.1% |
| 3Y | -58.7% | +64.8% | -123.6% | -70.2% |
| 5Y | -62.8% | +20.9% | -83.7% | -68.1% |
| 10Y | +56.2% | +121.6% | -65.4% | -3.8% |
| All | +56.2% | +122.6% | -66.5% | -3.8% |
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