+174.6%
ZTS vs IBB
+347.2%
-172.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -2.0% | +1.4% | -3.4% | -2.7% |
| 30D | +1.9% | +10.5% | -8.6% | -3.7% |
| 3M | -4.0% | +23.6% | -27.6% | -15.0% |
| 6M | -39.1% | +22.6% | -61.8% | -45.8% |
| YTD | -38.8% | +25.7% | -64.5% | -46.4% |
| 1Y | -49.6% | +51.4% | -100.9% | -60.2% |
| 3Y | -59.0% | +64.4% | -123.3% | -69.3% |
| 5Y | -61.8% | +22.1% | -83.9% | -66.9% |
| 10Y | +61.4% | +132.5% | -71.0% | -0.9% |
| All | +174.6% | +347.2% | -172.5% | +34.4% |
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