+227.2%
IONQ vs ZBRA
-15.3%
+242.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.9% | +7.2% |
| 7D | +25.5% | -9.5% | +35.0% | +34.4% |
| 30D | -11.4% | -15.6% | +4.2% | +0.3% |
| 3M | -20.5% | -13.2% | -7.2% | -11.8% |
| 6M | -28.2% | +44.5% | -72.8% | -49.4% |
| YTD | -21.2% | +34.5% | -55.8% | -42.9% |
| 1Y | -40.4% | +25.9% | -66.3% | -54.1% |
| 3Y | +214.7% | +61.3% | +153.4% | +82.9% |
| 5Y | +56.9% | -45.2% | +102.0% | +133.2% |
| All | +227.2% | -15.3% | +242.5% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling