+167.4%
IONQ vs Z
-77.3%
+244.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -8.4% |
| 7D | -11.5% | +0.8% | -12.3% | -12.0% |
| 30D | -8.1% | +5.2% | -13.3% | -12.5% |
| 3M | -35.8% | -17.0% | -18.8% | -31.2% |
| 6M | -47.7% | -22.7% | -25.1% | -43.2% |
| YTD | -35.6% | -56.3% | +20.7% | -1.3% |
| 1Y | -36.4% | -57.7% | +21.3% | -0.6% |
| 3Y | +150.0% | -16.5% | +166.6% | +163.4% |
| 5Y | +43.3% | -53.4% | +96.7% | +86.1% |
| All | +167.4% | -77.3% | +244.7% | +278.2% |
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