+222.8%
IONQ vs ZETA
+318.9%
-96.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.6% | -10.3% | -5.9% |
| 7D | +15.3% | +18.8% | -3.5% | +7.3% |
| 30D | -6.1% | +12.6% | -18.7% | -10.3% |
| 3M | -21.6% | +29.5% | -51.1% | -29.8% |
| 6M | -40.1% | +128.6% | -168.7% | -59.1% |
| YTD | -24.1% | +85.5% | -109.5% | -43.7% |
| 1Y | -37.4% | +90.6% | -128.0% | -54.2% |
| 3Y | +219.5% | +358.0% | -138.5% | +15.8% |
| 5Y | +76.9% | +282.0% | -205.0% | -36.8% |
| All | +222.8% | +318.9% | -96.0% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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