+235.0%
IONQ vs ZETA
+259.8%
-24.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.9% | +6.4% |
| 7D | +25.5% | +6.2% | +19.2% | +23.0% |
| 30D | -11.4% | -2.0% | -9.4% | -9.8% |
| 3M | -20.5% | +21.7% | -42.2% | -26.6% |
| 6M | -28.2% | +89.1% | -117.4% | -46.7% |
| YTD | -21.2% | +59.3% | -80.6% | -37.4% |
| 1Y | -40.4% | +66.2% | -106.5% | -53.6% |
| 3Y | +214.7% | +297.3% | -82.6% | +21.6% |
| 5Y | +56.9% | +227.5% | -170.6% | -39.9% |
| All | +235.0% | +259.8% | -24.8% | +28.4% |
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