+191.0%
IONQ vs ZCMD
-100.0%
+291.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.8% | +21.6% | +23.4% |
| 7D | +8.6% | -4.4% | +13.0% | +8.6% |
| 30D | -21.1% | -43.0% | +21.9% | -21.3% |
| 3M | -17.9% | -54.9% | +37.0% | -18.1% |
| 6M | -37.9% | -99.8% | +61.8% | -44.2% |
| YTD | -27.3% | -99.9% | +72.6% | -35.2% |
| 1Y | -43.2% | -99.9% | +56.7% | -50.2% |
| 3Y | +191.0% | -100.0% | +291.0% | +150.4% |
| All | +191.0% | -100.0% | +291.0% | +150.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling