+253.1%
IONQ vs ZCMD
-100.0%
+353.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.8% | -5.8% |
| 7D | +1.3% | -4.1% | +5.5% | +1.3% |
| 30D | -10.3% | -22.7% | +12.4% | -10.3% |
| 3M | -32.7% | -62.5% | +29.8% | -32.6% |
| 6M | +6.3% | -99.5% | +105.8% | +0.1% |
| YTD | -15.0% | -99.7% | +84.7% | -20.5% |
| 1Y | -13.3% | -99.9% | +86.6% | -20.2% |
| 3Y | +97.2% | -100.0% | +197.2% | +91.1% |
| 5Y | +278.7% | -100.0% | +378.7% | +275.1% |
| All | +253.1% | -100.0% | +353.1% | +238.8% |
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