+52.8%
IONQ vs Z
-55.4%
+108.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.4% | +25.9% | +25.1% |
| 7D | +8.6% | -4.6% | +13.1% | +10.5% |
| 30D | -21.1% | +8.3% | -29.4% | -27.6% |
| 3M | -17.9% | -11.6% | -6.3% | -15.5% |
| 6M | -37.9% | -33.6% | -4.3% | -23.5% |
| YTD | -27.3% | -56.7% | +29.4% | +22.6% |
| 1Y | -43.2% | -59.1% | +15.9% | +0.2% |
| 3Y | +191.0% | -20.4% | +211.4% | +193.3% |
| All | +52.8% | -55.4% | +108.2% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling