+227.2%
IONQ vs ZM
-73.1%
+300.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.0% | +6.3% | +7.0% |
| 7D | +25.5% | -0.3% | +25.7% | +26.2% |
| 30D | -11.4% | -6.2% | -5.2% | -7.1% |
| 3M | -20.5% | -12.2% | -8.2% | -13.6% |
| 6M | -28.2% | -16.0% | -12.2% | -21.0% |
| YTD | -21.2% | +6.3% | -27.5% | -29.0% |
| 1Y | -40.4% | +12.3% | -52.6% | -48.3% |
| 3Y | +214.7% | +51.2% | +163.5% | +117.7% |
| 5Y | +56.9% | -64.5% | +121.4% | +106.6% |
| All | +227.2% | -73.1% | +300.3% | +369.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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