+185.7%
IONQ vs ZCMD
-100.0%
+285.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.6% | -4.8% | -9.4% |
| 7D | +16.8% | -2.9% | +19.7% | +16.8% |
| 30D | -11.1% | -28.5% | +17.3% | -11.1% |
| 3M | -31.7% | -56.5% | +24.8% | -31.7% |
| 6M | -44.8% | -99.7% | +54.9% | -47.9% |
| YTD | -31.2% | -99.9% | +68.6% | -35.7% |
| 1Y | -39.1% | -99.9% | +60.8% | -43.5% |
| 3Y | +189.5% | -100.0% | +289.5% | +179.3% |
| 5Y | +53.2% | -100.0% | +153.1% | +52.9% |
| All | +185.7% | -100.0% | +285.7% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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