+150.0%
IONQ vs Z
-18.1%
+168.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -8.5% |
| 7D | -11.5% | +0.8% | -12.3% | -12.0% |
| 30D | -8.1% | +5.2% | -13.3% | -12.9% |
| 3M | -35.8% | -17.0% | -18.8% | -30.8% |
| 6M | -47.7% | -22.7% | -25.1% | -42.5% |
| YTD | -35.6% | -56.3% | +20.7% | +6.1% |
| 1Y | -36.4% | -57.7% | +21.3% | +7.1% |
| 3Y | +150.0% | -16.5% | +166.6% | +163.6% |
| All | +150.0% | -18.1% | +168.2% | +163.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling