+77.0%
ZTS vs IBB
+139.6%
-62.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +0.9% | +2.0% |
| 7D | -1.0% | +2.7% | -3.7% | -2.4% |
| 30D | +10.8% | +6.3% | +4.4% | +6.7% |
| 3M | +14.1% | +11.1% | +3.0% | +6.7% |
| 6M | +0.8% | +29.2% | -28.5% | -14.6% |
| YTD | -33.1% | +30.2% | -63.3% | -43.6% |
| 1Y | -30.0% | +39.5% | -69.5% | -43.5% |
| 3Y | -49.5% | +92.3% | -141.9% | -67.1% |
| 5Y | -60.2% | +43.0% | -103.2% | -69.2% |
| 10Y | +77.0% | +137.1% | -60.1% | 0.0% |
| All | +77.0% | +139.6% | -62.6% | 0.0% |
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