+294.8%
IONQ vs Z
-64.8%
+359.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +2.7% |
| 7D | +0.8% | -3.0% | +3.8% | +2.8% |
| 30D | -1.0% | -4.2% | +3.2% | +0.2% |
| 3M | -39.8% | -3.7% | -36.1% | -40.6% |
| 6M | +6.4% | -24.5% | +30.9% | +24.0% |
| YTD | -11.9% | -49.3% | +37.4% | +33.7% |
| 1Y | -6.2% | -58.7% | +52.5% | +61.1% |
| 3Y | +125.7% | -34.1% | +159.8% | +180.9% |
| All | +294.8% | -64.8% | +359.6% | +407.9% |
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