+283.6%
IONQ vs ZETA
+241.7%
+41.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.1% |
| 7D | +7.1% | -2.4% | +9.6% | +8.0% |
| 30D | -8.9% | +15.6% | -24.5% | -14.6% |
| 3M | -35.6% | +41.5% | -77.1% | -45.2% |
| 6M | +13.3% | +63.4% | -50.2% | -10.7% |
| YTD | -9.8% | +51.3% | -61.1% | -27.1% |
| 1Y | -1.3% | +65.8% | -67.1% | -23.9% |
| 3Y | +109.3% | +279.2% | -169.9% | -18.5% |
| 5Y | +304.7% | +341.8% | -37.1% | +59.5% |
| All | +283.6% | +241.7% | +41.9% | +49.5% |
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