+274.7%
IONQ vs ZM
-71.7%
+346.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.8% | +7.2% | +5.4% |
| 7D | +7.1% | +1.6% | +5.5% | +5.8% |
| 30D | -8.9% | -7.7% | -1.2% | -4.7% |
| 3M | -35.6% | -4.7% | -30.9% | -34.2% |
| 6M | +13.3% | +24.4% | -11.2% | -4.8% |
| YTD | -9.8% | +11.8% | -21.6% | -21.7% |
| 1Y | -1.3% | +13.4% | -14.7% | -15.5% |
| 3Y | +109.3% | +33.8% | +75.4% | +57.2% |
| 5Y | +304.7% | -67.2% | +371.9% | +425.3% |
| All | +274.7% | -71.7% | +346.4% | +418.1% |
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