+253.1%
IONQ vs ZBRA
-10.6%
+263.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.1% |
| 7D | +1.3% | -1.8% | +3.1% | +2.7% |
| 30D | -10.3% | -8.8% | -1.5% | -3.8% |
| 3M | -32.7% | +47.2% | -80.0% | -52.1% |
| 6M | +6.3% | +61.3% | -55.0% | -30.7% |
| YTD | -15.0% | +42.0% | -57.0% | -40.6% |
| 1Y | -13.3% | +10.5% | -23.8% | -25.2% |
| 3Y | +97.2% | +34.5% | +62.7% | +36.7% |
| 5Y | +278.7% | -40.3% | +319.0% | +429.4% |
| All | +253.1% | -10.6% | +263.8% | +339.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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