+227.2%
IONQ vs Z
-76.6%
+303.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +6.2% |
| 7D | +25.5% | -5.2% | +30.6% | +28.4% |
| 30D | -11.4% | +5.7% | -17.1% | -15.7% |
| 3M | -20.5% | -8.7% | -11.7% | -19.7% |
| 6M | -28.2% | -26.0% | -2.3% | -19.7% |
| YTD | -21.2% | -55.0% | +33.8% | +19.1% |
| 1Y | -40.4% | -58.0% | +17.6% | -5.8% |
| 3Y | +214.7% | -15.2% | +229.9% | +228.4% |
| 5Y | +56.9% | -53.8% | +110.7% | +102.3% |
| All | +227.2% | -76.6% | +303.8% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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