+224.0%
IONQ vs ZBH
-25.4%
+249.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +16.7% | +10.6% | +6.1% | +12.3% |
| 30D | -12.3% | +20.4% | -32.7% | -18.5% |
| 3M | -17.7% | +10.0% | -27.8% | -21.3% |
| 6M | -28.9% | +31.0% | -60.0% | -38.9% |
| YTD | -22.0% | +20.3% | -42.3% | -30.2% |
| 1Y | -36.8% | +22.2% | -59.1% | -44.2% |
| 3Y | +228.2% | +4.7% | +223.5% | +201.0% |
| 5Y | +91.9% | -13.7% | +105.6% | +92.7% |
| All | +224.0% | -25.4% | +249.4% | +225.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling