+274.7%
IONQ vs ZBH
-34.7%
+309.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +4.0% |
| 7D | +7.1% | -5.2% | +12.3% | +9.3% |
| 30D | -8.9% | -2.4% | -6.5% | -8.3% |
| 3M | -35.6% | +8.3% | -43.8% | -39.1% |
| 6M | +13.3% | +0.7% | +12.6% | +10.1% |
| YTD | -9.8% | +5.3% | -15.2% | -14.5% |
| 1Y | -1.3% | -9.1% | +7.8% | -0.8% |
| 3Y | +109.3% | -19.7% | +129.0% | +125.3% |
| 5Y | +304.7% | -31.3% | +336.0% | +330.8% |
| All | +274.7% | -34.7% | +309.4% | +298.6% |
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