+167.2%
IONQ vs ZETA
+356.2%
-189.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.1% | -9.0% |
| 7D | +16.8% | +26.5% | -9.7% | +7.8% |
| 30D | -11.1% | +10.3% | -21.4% | -13.7% |
| 3M | -31.7% | +30.5% | -62.3% | -37.5% |
| 6M | -44.8% | +129.4% | -174.1% | -58.7% |
| YTD | -31.2% | +83.1% | -114.4% | -45.2% |
| 1Y | -39.1% | +82.1% | -121.2% | -51.5% |
| All | +167.2% | +356.2% | -189.0% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling