+304.7%
IONQ vs ZCMD
-100.0%
+404.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.4% |
| 7D | +7.1% | -1.4% | +8.5% | +7.1% |
| 30D | -8.9% | -21.6% | +12.7% | -9.0% |
| 3M | -35.6% | -67.4% | +31.8% | -35.5% |
| 6M | +13.3% | -99.4% | +112.7% | +5.6% |
| YTD | -9.8% | -99.7% | +89.9% | -16.8% |
| 1Y | -1.3% | -99.9% | +98.6% | -10.6% |
| 3Y | +109.3% | -100.0% | +209.2% | +100.0% |
| 5Y | +304.7% | -100.0% | +404.7% | +282.1% |
| All | +304.7% | -100.0% | +404.7% | +282.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling