+185.7%
IONQ vs ZBH
-27.4%
+213.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -8.4% |
| 7D | +16.8% | -2.1% | +18.9% | +17.7% |
| 30D | -11.1% | +13.6% | -24.7% | -15.5% |
| 3M | -31.7% | +7.1% | -38.8% | -34.0% |
| 6M | -44.8% | +26.1% | -70.8% | -51.5% |
| YTD | -31.2% | +17.2% | -48.4% | -37.8% |
| 1Y | -39.1% | +17.4% | -56.5% | -45.2% |
| 3Y | +189.5% | +2.0% | +187.5% | +168.2% |
| 5Y | +53.2% | -15.0% | +68.1% | +55.2% |
| All | +185.7% | -27.4% | +213.1% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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